-15.0%
AMRZ vs WSM
+36.5%
-51.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -5.5% | -3.0% | -2.5% | -3.7% |
| 30D | +15.6% | +10.1% | +5.6% | +9.1% |
| 3M | -12.1% | +4.9% | -17.0% | -14.7% |
| 6M | -19.4% | +49.8% | -69.2% | -37.5% |
| YTD | -21.9% | +48.7% | -70.6% | -39.0% |
| 1Y | -15.0% | +38.7% | -53.7% | -31.5% |
| All | -15.0% | +36.5% | -51.5% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling