+803.7%
B vs WSM
+34,755.7%
-33,952.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -1.6% | -3.3% | +1.7% | -1.5% |
| 30D | +9.4% | -8.4% | +17.8% | +9.7% |
| 3M | +5.0% | +9.7% | -4.7% | +4.7% |
| 6M | -3.5% | +16.7% | -20.2% | -4.0% |
| YTD | +4.5% | +28.7% | -24.2% | +3.6% |
| 1Y | +67.8% | +13.7% | +54.1% | +67.0% |
| 3Y | +196.7% | +230.1% | -33.4% | +185.8% |
| 5Y | +151.9% | +179.0% | -27.0% | +142.5% |
| 10Y | +202.2% | +1,002.5% | -800.4% | +180.7% |
| All | +803.7% | +34,755.7% | -33,952.0% | +810.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling