+131.9%
AS vs WSM
+179.0%
-47.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -3.0% | -3.0% | -0.1% | -1.9% |
| 30D | +9.6% | +10.1% | -0.5% | +5.4% |
| 3M | -8.2% | +4.9% | -13.1% | -10.0% |
| 6M | -9.9% | +49.8% | -59.7% | -23.3% |
| YTD | -16.8% | +48.7% | -65.5% | -29.0% |
| 1Y | +3.0% | +38.7% | -35.7% | -10.0% |
| All | +131.9% | +179.0% | -47.1% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling