+272.4%
ALM vs WSM
+12.3%
+260.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.9% | -8.5% |
| 7D | -7.1% | +0.4% | -7.6% | -7.3% |
| 30D | +24.7% | -10.7% | +35.4% | +34.0% |
| 3M | +8.3% | +8.5% | -0.2% | +1.2% |
| 6M | -22.2% | +19.6% | -41.8% | -31.9% |
| YTD | +88.1% | +26.6% | +61.5% | +60.0% |
| 1Y | +272.4% | +12.0% | +260.4% | +230.7% |
| All | +272.4% | +12.3% | +260.1% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling