+236.1%
ALNY vs WSM
+1,071.8%
-835.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | +11.0% | -7.7% | +18.8% | +12.8% |
| 3M | -14.1% | +3.8% | -17.8% | -14.8% |
| 6M | -22.4% | +22.7% | -45.1% | -25.7% |
| YTD | -37.5% | +28.0% | -65.5% | -40.8% |
| 1Y | -46.9% | +12.7% | -59.7% | -48.7% |
| 3Y | +22.1% | +231.3% | -209.2% | -10.2% |
| 5Y | +31.2% | +177.2% | -146.0% | -3.1% |
| All | +236.1% | +1,071.8% | -835.7% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling