+7,705.7%
ALM vs WSM
+994.7%
+6,711.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.9% |
| 7D | -2.6% | -3.3% | +0.7% | -2.0% |
| 30D | +32.0% | -8.4% | +40.4% | +34.2% |
| 3M | -15.0% | +9.7% | -24.7% | -16.6% |
| 6M | -10.1% | +16.7% | -26.8% | -12.6% |
| YTD | +99.4% | +28.7% | +70.8% | +90.4% |
| 1Y | +316.4% | +13.7% | +302.7% | +305.9% |
| 3Y | +2,022.0% | +230.1% | +1,791.9% | +1,527.2% |
| 5Y | +941.2% | +179.0% | +762.2% | +697.2% |
| 10Y | +2,950.3% | +1,002.5% | +1,947.8% | +1,361.2% |
| All | +7,705.7% | +994.7% | +6,711.0% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling