+3.0%
AS vs WSM
+36.5%
-33.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.6% |
| 7D | -3.0% | -3.0% | -0.1% | -1.5% |
| 30D | +9.6% | +10.1% | -0.5% | +3.9% |
| 3M | -8.2% | +4.9% | -13.1% | -10.8% |
| 6M | -9.9% | +49.8% | -59.7% | -27.5% |
| YTD | -16.8% | +48.7% | -65.5% | -30.2% |
| 1Y | +3.0% | +38.7% | -35.7% | -13.6% |
| All | +3.0% | +36.5% | -33.5% | -13.6% |
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