+6,370.3%
AMD vs WSM
+1,272.7%
+5,097.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.7% |
| 7D | -11.0% | +0.5% | -11.6% | -11.2% |
| 30D | -30.5% | +6.0% | -36.4% | -32.1% |
| 3M | -8.2% | +3.2% | -11.4% | -9.6% |
| 6M | +6.6% | +37.1% | -30.6% | -5.8% |
| YTD | +109.7% | +44.2% | +65.5% | +81.8% |
| 1Y | +88.9% | +34.2% | +54.7% | +67.8% |
| 3Y | +301.8% | +249.3% | +52.6% | +138.2% |
| 5Y | +229.4% | +169.3% | +60.1% | +105.0% |
| All | +6,370.3% | +1,272.7% | +5,097.6% | +2,585.2% |
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