+32.0%
DD vs WSM
+12.7%
+19.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -3.5% | -0.5% | -3.0% | -3.3% |
| 30D | -11.7% | -7.7% | -3.9% | -9.1% |
| 3M | -9.2% | +3.8% | -13.0% | -10.9% |
| 6M | -7.2% | +22.7% | -29.9% | -15.2% |
| YTD | +6.6% | +28.0% | -21.4% | -5.1% |
| 1Y | +32.0% | +12.7% | +19.3% | +20.1% |
| All | +32.0% | +12.7% | +19.3% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling