+58.5%
DD vs WSM
+171.2%
-112.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -11.5% | -10.7% | -0.8% | -8.6% |
| 3M | -5.4% | +8.5% | -13.9% | -7.8% |
| 6M | -6.9% | +19.6% | -26.5% | -12.0% |
| YTD | +6.9% | +26.6% | -19.7% | -0.8% |
| 1Y | +35.6% | +12.0% | +23.7% | +30.0% |
| 3Y | +42.5% | +226.6% | -184.1% | -2.6% |
| 5Y | +58.5% | +174.1% | -115.7% | +6.7% |
| All | +58.5% | +171.2% | -112.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling