+198.7%
B vs WSM
+239.4%
-40.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +2.3% | +2.6% | -0.3% | +1.9% |
| 30D | +1.4% | -9.5% | +10.9% | +2.8% |
| 3M | +12.2% | +12.9% | -0.7% | +10.2% |
| 6M | -2.1% | +23.0% | -25.2% | -5.0% |
| YTD | +2.9% | +28.9% | -26.0% | -0.7% |
| 1Y | +55.3% | +13.7% | +41.6% | +51.7% |
| 3Y | +198.7% | +232.6% | -33.9% | +144.5% |
| All | +198.7% | +239.4% | -40.7% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling