-36.7%
AUR vs WSM
+164.3%
-201.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -1.7% |
| 7D | +0.2% | +0.4% | -0.3% | -0.1% |
| 30D | -8.9% | -10.7% | +1.8% | -3.1% |
| 3M | +4.6% | +8.5% | -3.9% | -0.5% |
| 6M | +44.9% | +19.6% | +25.2% | +29.3% |
| YTD | +64.8% | +26.6% | +38.2% | +41.9% |
| 1Y | +16.4% | +12.0% | +4.4% | +6.8% |
| 3Y | +85.1% | +226.6% | -141.6% | -17.0% |
| 5Y | -36.1% | +174.1% | -210.3% | -71.8% |
| All | -36.7% | +164.3% | -201.0% | -71.8% |
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