-35.1%
AUR vs WSM
+175.3%
-210.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.9% |
| 7D | +1.4% | -0.5% | +1.9% | +1.7% |
| 30D | -6.4% | -7.7% | +1.3% | -2.0% |
| 3M | +7.7% | +3.8% | +3.9% | +5.1% |
| 6M | +44.5% | +22.7% | +21.8% | +26.3% |
| YTD | +67.4% | +28.0% | +39.4% | +42.0% |
| 1Y | +15.4% | +12.7% | +2.7% | +4.9% |
| 3Y | +94.8% | +231.3% | -136.4% | -19.8% |
| All | -35.1% | +175.3% | -210.4% | -73.3% |
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