+433.0%
AME vs WSM
+1,071.8%
-638.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +3.0% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | -6.4% | -7.7% | +1.3% | -4.6% |
| 3M | +7.1% | +3.8% | +3.3% | +6.0% |
| 6M | +8.2% | +22.7% | -14.5% | +2.7% |
| YTD | +18.2% | +28.0% | -9.8% | +10.9% |
| 1Y | +26.7% | +12.7% | +14.0% | +22.2% |
| 3Y | +60.7% | +231.3% | -170.6% | +13.6% |
| 5Y | +91.6% | +177.2% | -85.6% | +35.9% |
| All | +433.0% | +1,071.8% | -638.7% | +124.1% |
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