+672.3%
AU vs WSM
+1,071.8%
-399.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -4.3% | -0.5% | -3.7% | -4.2% |
| 30D | +7.3% | -7.7% | +15.0% | +8.3% |
| 3M | +26.3% | +3.8% | +22.6% | +25.7% |
| 6M | +1.8% | +22.7% | -20.9% | -0.6% |
| YTD | +26.8% | +28.0% | -1.2% | +23.2% |
| 1Y | +66.7% | +12.7% | +54.0% | +63.9% |
| 3Y | +579.1% | +231.3% | +347.8% | +476.7% |
| 5Y | +689.3% | +177.2% | +512.1% | +567.9% |
| All | +672.3% | +1,071.8% | -399.5% | +444.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling