+59.9%
AMGN vs WSM
+226.4%
-166.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.0% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -7.1% | -10.7% | +3.6% | -5.7% |
| 3M | +13.9% | +8.5% | +5.4% | +12.6% |
| 6M | +3.2% | +19.6% | -16.4% | +0.5% |
| YTD | +19.2% | +26.6% | -7.4% | +15.1% |
| 1Y | +41.1% | +12.0% | +29.2% | +38.2% |
| All | +59.9% | +226.4% | -166.6% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling