+1,163.5%
C vs WSM
+34,755.7%
-33,592.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.9% |
| 7D | +3.6% | -3.3% | +6.9% | +4.6% |
| 30D | +0.1% | -8.4% | +8.4% | +2.7% |
| 3M | +2.4% | +9.7% | -7.2% | -0.8% |
| 6M | +24.9% | +16.7% | +8.3% | +18.5% |
| YTD | +19.8% | +28.7% | -8.9% | +10.2% |
| 1Y | +44.9% | +13.7% | +31.2% | +37.8% |
| 3Y | +263.0% | +230.1% | +32.9% | +135.2% |
| 5Y | +129.5% | +179.0% | -49.4% | +48.8% |
| 10Y | +291.6% | +1,002.5% | -710.9% | +51.2% |
| All | +1,163.5% | +34,755.7% | -33,592.2% | +84.1% |
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