+348.0%
AMD vs WSM
+238.8%
+109.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.0% |
| 7D | +2.6% | -3.3% | +5.8% | +3.7% |
| 30D | -0.9% | -8.4% | +7.5% | +1.9% |
| 3M | -8.7% | +9.7% | -18.4% | -12.0% |
| 6M | +136.3% | +16.7% | +119.7% | +122.6% |
| YTD | +123.0% | +28.7% | +94.3% | +103.7% |
| 1Y | +195.2% | +13.7% | +181.5% | +179.1% |
| All | +348.0% | +238.8% | +109.3% | +222.6% |
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