+291.5%
C vs WSM
+1,058.9%
-767.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | +0.3% | +0.4% | -0.2% | +0.1% |
| 30D | +2.0% | -10.7% | +12.7% | +5.6% |
| 3M | +4.4% | +8.5% | -4.1% | +1.4% |
| 6M | +28.3% | +19.6% | +8.7% | +20.7% |
| YTD | +20.5% | +26.6% | -6.1% | +11.2% |
| 1Y | +45.5% | +12.0% | +33.6% | +39.0% |
| 3Y | +274.0% | +226.6% | +47.4% | +139.7% |
| 5Y | +136.1% | +174.1% | -38.0% | +51.9% |
| All | +291.5% | +1,058.9% | -767.3% | +27.9% |
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