+2.1%
AS vs WSM
+44.0%
-41.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.5% | -1.3% | +1.6% |
| 7D | +13.8% | +8.0% | +5.8% | +9.1% |
| 30D | +16.7% | +13.5% | +3.2% | +8.9% |
| 3M | -11.5% | +8.8% | -20.4% | -15.7% |
| 6M | -5.5% | +54.7% | -60.2% | -25.0% |
| YTD | -14.2% | +53.3% | -67.5% | -29.9% |
| 1Y | +2.1% | +41.1% | -39.0% | -16.3% |
| All | +2.1% | +44.0% | -41.9% | -16.3% |
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 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