+134.9%
AS vs WSM
+170.5%
-35.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.2% |
| 7D | +6.9% | +0.5% | +6.4% | +6.7% |
| 30D | +16.0% | +6.0% | +10.0% | +13.3% |
| 3M | -12.8% | +3.2% | -16.1% | -14.0% |
| 6M | -15.4% | +37.1% | -52.5% | -25.4% |
| YTD | -15.7% | +44.2% | -59.9% | -27.2% |
| 1Y | +6.1% | +34.2% | -28.1% | -6.2% |
| All | +134.9% | +170.5% | -35.6% | +55.9% |
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 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