-18.5%
AMRZ vs WSM
+65.2%
-83.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.0% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +15.1% | +6.0% | +9.1% | +11.9% |
| 3M | -18.1% | +3.2% | -21.3% | -19.4% |
| 6M | -23.5% | +37.1% | -60.6% | -34.0% |
| YTD | -21.6% | +44.2% | -65.8% | -33.1% |
| 1Y | -14.7% | +34.2% | -49.0% | -26.2% |
| All | -18.5% | +65.2% | -83.7% | -28.6% |
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