+97.2%
AMCR vs WSM
+1,595.2%
-1,498.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -6.3% | +2.6% | -8.9% | -6.8% |
| 30D | -7.1% | -9.3% | +2.2% | -5.4% |
| 3M | +12.7% | +7.1% | +5.6% | +11.2% |
| 6M | +5.2% | +21.7% | -16.6% | +1.3% |
| YTD | +8.1% | +28.7% | -20.7% | +2.8% |
| 1Y | +11.7% | +13.9% | -2.1% | +8.4% |
| 3Y | +9.9% | +232.2% | -222.3% | -15.6% |
| 5Y | -8.7% | +176.4% | -185.1% | -29.6% |
| 10Y | +16.8% | +1,072.4% | -1,055.6% | -34.0% |
| All | +97.2% | +1,595.2% | -1,498.0% | +8.4% |
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 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