+54,540.1%
AMGN vs WSM
+34,771.0%
+19,769.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | -11.6% | +2.6% | -14.3% | -11.9% |
| 30D | -5.7% | -9.3% | +3.6% | -4.5% |
| 3M | +14.2% | +7.1% | +7.1% | +13.1% |
| 6M | +5.2% | +21.7% | -16.5% | +2.4% |
| YTD | +22.0% | +28.7% | -6.8% | +17.7% |
| 1Y | +43.6% | +13.9% | +29.8% | +40.5% |
| 3Y | +65.0% | +232.2% | -167.2% | +37.7% |
| 5Y | +112.0% | +176.4% | -64.3% | +76.6% |
| 10Y | +216.6% | +1,072.4% | -855.9% | +107.7% |
| All | +54,540.1% | +34,771.0% | +19,769.1% | +17,175.3% |
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