+95.0%
AMDL vs WSM
+66.7%
+28.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.1% | +7.1% | +7.6% |
| 7D | +4.5% | -3.3% | +7.8% | +7.3% |
| 30D | -4.4% | -8.4% | +4.0% | +1.8% |
| 3M | -30.5% | +9.7% | -40.1% | -36.0% |
| 6M | +300.9% | +16.7% | +284.2% | +252.6% |
| YTD | +219.9% | +28.7% | +191.3% | +163.8% |
| 1Y | +374.7% | +13.7% | +361.1% | +324.9% |
| All | +95.0% | +66.7% | +28.4% | +38.8% |
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 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