+117.8%
AMDL vs WSM
+67.0%
+50.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.5% |
| 7D | +19.9% | +2.6% | +17.4% | +17.8% |
| 30D | +6.3% | -9.5% | +15.8% | +14.4% |
| 3M | -9.9% | +12.9% | -22.8% | -19.1% |
| 6M | +394.3% | +23.0% | +371.3% | +317.3% |
| YTD | +257.3% | +28.9% | +228.4% | +194.3% |
| 1Y | +508.5% | +13.7% | +494.9% | +444.5% |
| All | +117.8% | +67.0% | +50.8% | +54.8% |
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