+143.7%
AR vs WSM
+182.5%
-38.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.7% |
| 30D | +5.5% | -9.3% | +14.8% | +7.6% |
| 3M | +12.9% | +7.1% | +5.8% | +10.7% |
| 6M | +0.1% | +21.7% | -21.6% | -5.3% |
| YTD | +13.5% | +28.7% | -15.2% | +5.4% |
| 1Y | +21.6% | +13.9% | +7.7% | +15.9% |
| 3Y | +46.0% | +232.2% | -186.2% | -2.8% |
| 5Y | +143.7% | +176.4% | -32.7% | +70.6% |
| All | +143.7% | +182.5% | -38.8% | +70.6% |
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 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