+142.2%
AS vs WSM
+178.6%
-36.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.9% |
| 7D | +5.8% | +0.9% | +5.0% | +5.5% |
| 30D | +15.4% | +8.6% | +6.8% | +11.6% |
| 3M | -11.9% | +4.2% | -16.1% | -13.4% |
| 6M | -9.9% | +44.6% | -54.5% | -22.2% |
| YTD | -13.1% | +48.5% | -61.6% | -25.8% |
| 1Y | +9.9% | +34.7% | -24.8% | -3.0% |
| All | +142.2% | +178.6% | -36.4% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling