+784.0%
AU vs WSM
+4,681.8%
-3,897.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +0.6% | +2.6% | -2.0% | +0.4% |
| 30D | +12.3% | -9.3% | +21.6% | +13.3% |
| 3M | +29.4% | +7.1% | +22.3% | +28.5% |
| 6M | +3.2% | +21.7% | -18.5% | +1.4% |
| YTD | +31.8% | +28.7% | +3.1% | +28.8% |
| 1Y | +83.4% | +13.9% | +69.5% | +80.9% |
| 3Y | +623.1% | +232.2% | +390.9% | +536.9% |
| 5Y | +700.5% | +176.4% | +524.1% | +605.0% |
| 10Y | +717.6% | +1,072.4% | -354.8% | +517.2% |
| All | +784.0% | +4,681.8% | -3,897.8% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling