+19.3%
ARM vs WSM
+44.0%
-24.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.7% | -8.7% |
| 7D | -18.7% | +8.0% | -26.7% | -22.4% |
| 30D | -36.7% | +13.5% | -50.2% | -41.8% |
| 3M | -31.6% | +8.8% | -40.5% | -35.6% |
| 6M | -5.6% | +54.7% | -60.3% | -30.8% |
| YTD | +75.5% | +53.3% | +22.2% | +31.6% |
| 1Y | +19.3% | +41.1% | -21.8% | -11.1% |
| All | +19.3% | +44.0% | -24.6% | -11.1% |
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