+5.7%
AS vs WSM
+34.5%
-28.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.5% | +3.1% | +1.4% | +2.7% |
| 30D | +13.2% | +8.5% | +4.7% | +8.2% |
| 3M | -11.9% | +4.6% | -16.5% | -14.3% |
| 6M | -11.6% | +44.5% | -56.1% | -27.5% |
| YTD | -14.7% | +48.4% | -63.1% | -28.4% |
| 1Y | +5.7% | +36.2% | -30.5% | -11.6% |
| All | +5.7% | +34.5% | -28.8% | -11.6% |
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