+927.6%
DD vs WSM
+34,755.7%
-33,828.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | -3.5% | -3.3% | -0.2% | -2.9% |
| 30D | -10.3% | -8.4% | -1.9% | -8.7% |
| 3M | -7.5% | +9.7% | -17.2% | -9.4% |
| 6M | -8.0% | +16.7% | -24.7% | -11.1% |
| YTD | +10.5% | +28.7% | -18.2% | +4.5% |
| 1Y | +38.3% | +13.7% | +24.6% | +34.0% |
| 3Y | +42.5% | +230.1% | -187.6% | +8.2% |
| 5Y | +60.2% | +179.0% | -118.8% | +22.5% |
| 10Y | +68.9% | +1,002.5% | -933.7% | -6.9% |
| All | +927.6% | +34,755.7% | -33,828.1% | +213.6% |
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