+18,884.9%
AME vs WSM
+34,755.7%
-15,870.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | +0.6% | -3.3% | +3.9% | +1.2% |
| 30D | -6.7% | -8.4% | +1.7% | -5.3% |
| 3M | +4.1% | +9.7% | -5.6% | +2.4% |
| 6M | +1.6% | +16.7% | -15.1% | -1.2% |
| YTD | +16.1% | +28.7% | -12.5% | +11.0% |
| 1Y | +27.3% | +13.7% | +13.7% | +24.0% |
| 3Y | +50.9% | +230.1% | -179.2% | +19.6% |
| 5Y | +81.4% | +179.0% | -97.6% | +44.2% |
| 10Y | +417.0% | +1,002.5% | -585.6% | +213.7% |
| All | +18,884.9% | +34,755.7% | -15,870.8% | +7,104.8% |
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