+264.6%
AMD vs WSM
+163.9%
+100.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.2% | -9.4% |
| 7D | +18.9% | 0.0% | +18.9% | +18.8% |
| 30D | -6.4% | +5.1% | -11.5% | -8.7% |
| 3M | +10.6% | +5.1% | +5.5% | +7.6% |
| 6M | +19.9% | +48.6% | -28.7% | -0.2% |
| YTD | +149.4% | +44.2% | +105.2% | +109.7% |
| 1Y | +115.4% | +38.1% | +77.3% | +84.1% |
| 3Y | +357.3% | +257.2% | +100.1% | +124.9% |
| All | +264.6% | +163.9% | +100.7% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling