+288.6%
AZO vs WSM
+1,071.8%
-783.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | -0.5% | -3.0% | -3.5% |
| 30D | -5.6% | -7.7% | +2.2% | -4.2% |
| 3M | -6.6% | +3.8% | -10.4% | -7.4% |
| 6M | -22.5% | +22.7% | -45.2% | -25.6% |
| YTD | -15.2% | +28.0% | -43.2% | -19.5% |
| 1Y | -33.9% | +12.7% | -46.7% | -36.0% |
| 3Y | +11.8% | +231.3% | -219.5% | -18.7% |
| 5Y | +85.5% | +177.2% | -91.7% | +35.2% |
| All | +288.6% | +1,071.8% | -783.2% | +63.3% |
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 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