+809.1%
ALM vs WSM
+255.1%
+554.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -2.0% | -5.6% |
| 7D | -4.0% | -3.2% | -0.8% | -3.3% |
| 30D | -30.5% | +4.6% | -35.2% | -31.1% |
| 3M | -46.9% | +2.4% | -49.3% | -47.2% |
| 6M | -65.5% | +43.7% | -109.2% | -67.6% |
| YTD | -13.4% | +42.1% | -55.5% | -18.2% |
| 1Y | +9.8% | +32.3% | -22.5% | +4.4% |
| All | +809.1% | +255.1% | +554.1% | +776.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling