-27.6%
AR vs WSM
+1,231.1%
-1,258.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.3% | +3.6% |
| 7D | -5.8% | +3.1% | -8.9% | -6.6% |
| 30D | +4.8% | +8.5% | -3.7% | +2.4% |
| 3M | +1.5% | +4.6% | -3.1% | -0.1% |
| 6M | +4.7% | +44.5% | -39.8% | -5.9% |
| YTD | +9.2% | +48.4% | -39.2% | -3.6% |
| 1Y | +11.2% | +36.2% | -25.0% | +0.2% |
| 3Y | +46.2% | +268.8% | -222.5% | -5.6% |
| 5Y | +98.1% | +185.2% | -87.2% | +31.8% |
| 10Y | +54.5% | +1,175.8% | -1,121.3% | -38.2% |
| All | -27.6% | +1,231.1% | -1,258.7% | -69.9% |
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