+21.3%
AR vs WSM
+19.9%
+1.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.2% |
| 7D | +2.5% | -3.3% | +5.8% | +1.8% |
| 30D | +14.8% | -8.4% | +23.2% | +12.6% |
| 3M | +6.2% | +9.7% | -3.4% | +8.9% |
| 6M | +4.3% | +16.7% | -12.4% | +10.1% |
| YTD | +14.4% | +28.7% | -14.3% | +21.6% |
| 1Y | +21.3% | +13.7% | +7.7% | +27.2% |
| All | +21.3% | +19.9% | +1.5% | +27.2% |
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