+131.6%
C vs WSM
+189.5%
-57.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.2% | +2.6% | +0.6% | +2.5% |
| 30D | +1.3% | -9.5% | +10.8% | +3.8% |
| 3M | +3.1% | +12.9% | -9.8% | -0.3% |
| 6M | +29.6% | +23.0% | +6.6% | +22.4% |
| YTD | +19.0% | +28.9% | -10.0% | +11.0% |
| 1Y | +45.6% | +13.7% | +32.0% | +39.8% |
| 3Y | +269.3% | +232.6% | +36.7% | +163.2% |
| 5Y | +131.6% | +185.9% | -54.3% | +61.2% |
| All | +131.6% | +189.5% | -57.9% | +61.2% |
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