+17.4%
ALM vs WSM
+37.7%
-20.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.2% | -3.0% | -4.2% | -5.3% |
| 30D | -26.4% | +10.1% | -36.4% | -30.8% |
| 3M | -38.6% | +4.9% | -43.5% | -40.6% |
| 6M | -61.0% | +49.8% | -110.8% | -70.2% |
| YTD | -7.4% | +48.7% | -56.1% | -24.7% |
| All | +17.4% | +37.7% | -20.3% | -6.2% |
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