-20.2%
AMRZ vs WSM
+65.2%
-85.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +13.0% | +5.1% | +7.9% | +10.3% |
| 3M | -12.1% | +5.1% | -17.2% | -14.3% |
| 6M | -19.1% | +48.6% | -67.7% | -32.6% |
| YTD | -23.3% | +44.2% | -67.4% | -34.5% |
| 1Y | -16.6% | +38.1% | -54.7% | -28.2% |
| All | -20.2% | +65.2% | -85.4% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling