-25.6%
AR vs WSM
+1,174.2%
-1,199.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.4% |
| 7D | +6.4% | -3.2% | +9.6% | +7.2% |
| 30D | +3.1% | +4.6% | -1.5% | +1.5% |
| 3M | +3.3% | +2.4% | +0.8% | +2.1% |
| 6M | +6.6% | +43.7% | -37.1% | -4.1% |
| YTD | +12.3% | +42.1% | -29.8% | +0.2% |
| 1Y | +12.3% | +32.3% | -19.9% | +1.9% |
| 3Y | +50.4% | +253.0% | -202.6% | -1.9% |
| 5Y | +101.0% | +161.3% | -60.3% | +36.8% |
| 10Y | +57.5% | +1,105.9% | -1,048.4% | -36.2% |
| All | -25.6% | +1,174.2% | -1,199.8% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling