+2,327.9%
ALM vs WSM
+239.4%
+2,088.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.8% |
| 7D | +8.4% | +2.6% | +5.9% | +7.9% |
| 30D | +34.8% | -9.5% | +44.4% | +37.1% |
| 3M | +16.2% | +12.9% | +3.3% | +13.7% |
| 6M | +2.1% | +23.0% | -20.9% | -1.2% |
| YTD | +117.0% | +28.9% | +88.1% | +109.3% |
| 1Y | +313.9% | +13.7% | +300.2% | +302.5% |
| 3Y | +2,327.9% | +232.6% | +2,095.3% | +2,407.4% |
| All | +2,327.9% | +239.4% | +2,088.5% | +2,407.4% |
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