-3.8%
AS vs WSM
+31.6%
-35.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -0.4% |
| 7D | -3.6% | -3.2% | -0.4% | -1.9% |
| 30D | +3.4% | +4.6% | -1.3% | +0.8% |
| 3M | -8.6% | +2.4% | -11.0% | -10.0% |
| 6M | -10.0% | +43.7% | -53.7% | -26.0% |
| YTD | -19.2% | +42.1% | -61.3% | -30.5% |
| 1Y | -3.8% | +32.3% | -36.0% | -17.4% |
| All | -3.8% | +31.6% | -35.4% | -17.4% |
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