-24.2%
AR vs WSM
+1,053.9%
-1,078.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.2% |
| 7D | +2.5% | -3.3% | +5.8% | +3.3% |
| 30D | +14.8% | -8.4% | +23.2% | +17.2% |
| 3M | +6.2% | +9.7% | -3.4% | +3.1% |
| 6M | +4.3% | +16.7% | -12.4% | -1.2% |
| YTD | +14.4% | +28.7% | -14.3% | +5.0% |
| 1Y | +21.3% | +13.7% | +7.7% | +14.7% |
| 3Y | +39.8% | +230.1% | -190.3% | -7.3% |
| 5Y | +142.1% | +179.0% | -36.9% | +61.6% |
| 10Y | +52.0% | +1,002.5% | -950.5% | -36.8% |
| All | -24.2% | +1,053.9% | -1,078.1% | -67.3% |
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