+146.2%
B vs WSM
+184.9%
-38.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.8% |
| 7D | +11.3% | +0.9% | +10.5% | +11.2% |
| 30D | +2.9% | +8.6% | -5.6% | +1.9% |
| 3M | -2.9% | +4.2% | -7.1% | -3.4% |
| 6M | -1.2% | +44.6% | -45.8% | -5.8% |
| YTD | -1.3% | +48.5% | -49.8% | -6.2% |
| 1Y | +30.4% | +34.7% | -4.3% | +25.2% |
| 3Y | +195.3% | +271.0% | -75.8% | +148.4% |
| 5Y | +146.2% | +180.9% | -34.7% | +100.2% |
| All | +146.2% | +184.9% | -38.7% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling