+1,027.9%
C vs WSM
+40,107.9%
-39,080.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -0.4% | +3.1% | -3.5% | -1.3% |
| 30D | -5.2% | +8.5% | -13.7% | -7.6% |
| 3M | -9.1% | +4.6% | -13.7% | -10.6% |
| 6M | -1.6% | +44.5% | -46.1% | -12.8% |
| YTD | +6.9% | +48.4% | -41.5% | -6.1% |
| 1Y | +23.0% | +36.2% | -13.2% | +10.7% |
| 3Y | +216.1% | +268.8% | -52.6% | +98.4% |
| 5Y | +112.2% | +185.2% | -73.0% | +36.9% |
| 10Y | +208.8% | +1,175.8% | -967.1% | +13.9% |
| All | +1,027.9% | +40,107.9% | -39,080.0% | +56.9% |
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 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