+2,371.3%
D vs WSM
+38,956.5%
-36,585.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.4% |
| 7D | +3.0% | +0.5% | +2.4% | +2.9% |
| 30D | +11.5% | +6.0% | +5.5% | +11.0% |
| 3M | +3.7% | +3.2% | +0.5% | +3.4% |
| 6M | +13.5% | +37.1% | -23.6% | +10.9% |
| YTD | +20.7% | +44.2% | -23.5% | +17.3% |
| 1Y | +18.2% | +34.2% | -16.0% | +15.4% |
| 3Y | +73.3% | +249.3% | -175.9% | +55.8% |
| 5Y | +12.3% | +169.3% | -157.0% | +1.4% |
| 10Y | +43.4% | +1,241.2% | -1,197.8% | +12.4% |
| All | +2,371.3% | +38,956.5% | -36,585.1% | +1,405.4% |
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