+678.6%
AU vs WSM
+175.3%
+503.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 3M | +26.3% | +3.8% | +22.6% | +25.6% |
| 6M | +1.8% | +22.7% | -20.9% | -0.9% |
| YTD | +26.8% | +28.0% | -1.2% | +22.9% |
| 1Y | +66.7% | +12.7% | +54.0% | +63.4% |
| 3Y | +579.1% | +231.3% | +347.8% | +458.8% |
| All | +678.6% | +175.3% | +503.4% | +526.5% |
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