-21.9%
AS vs WSM
+19.9%
-41.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.5% |
| 7D | -4.9% | -3.3% | -1.6% | -3.3% |
| 30D | -19.6% | -8.4% | -11.2% | -16.0% |
| 3M | -14.4% | +9.7% | -24.0% | -18.4% |
| 6M | -20.1% | +16.7% | -36.8% | -27.3% |
| YTD | -20.9% | +28.7% | -49.6% | -29.6% |
| 1Y | -21.9% | +13.7% | -35.5% | -27.8% |
| All | -21.9% | +19.9% | -41.7% | -27.8% |
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 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