+214.8%
B vs WSM
+1,131.4%
-916.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -3.3% | +5.1% | -8.4% | -3.8% |
| 3M | -7.8% | +5.1% | -12.9% | -8.2% |
| 6M | -15.5% | +48.6% | -64.1% | -18.7% |
| YTD | -12.3% | +44.2% | -56.4% | -15.3% |
| 1Y | +5.4% | +38.1% | -32.7% | +2.0% |
| 3Y | +165.5% | +257.2% | -91.7% | +134.5% |
| 5Y | +107.0% | +165.1% | -58.1% | +83.8% |
| All | +214.8% | +1,131.4% | -916.5% | +138.9% |
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