+199.9%
B vs WSM
+1,058.9%
-859.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.4% |
| 7D | -5.0% | +0.4% | -5.5% | -5.1% |
| 30D | +8.7% | -10.7% | +19.4% | +9.8% |
| 3M | +17.3% | +8.5% | +8.8% | +16.4% |
| 6M | -5.0% | +19.6% | -24.7% | -6.7% |
| YTD | +1.4% | +26.6% | -25.2% | -0.8% |
| 1Y | +50.5% | +12.0% | +38.6% | +48.5% |
| 3Y | +194.4% | +226.6% | -32.3% | +163.0% |
| 5Y | +156.7% | +174.1% | -17.5% | +128.7% |
| All | +199.9% | +1,058.9% | -859.0% | +144.4% |
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