+61.9%
D vs WSM
+239.4%
-177.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.8% | +2.6% | -1.8% | +0.6% |
| 30D | -0.7% | -9.5% | +8.8% | 0.0% |
| 3M | +2.1% | +12.9% | -10.8% | +1.2% |
| 6M | +6.8% | +23.0% | -16.2% | +5.1% |
| YTD | +16.5% | +28.9% | -12.4% | +14.2% |
| 1Y | +19.2% | +13.7% | +5.5% | +17.7% |
| 3Y | +61.9% | +232.6% | -170.8% | +33.9% |
| All | +61.9% | +239.4% | -177.5% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling