+57.9%
DIA vs WSM
+163.9%
-106.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.5% | +5.1% | -3.6% | +0.6% |
| 3M | -2.4% | +5.1% | -7.5% | -3.4% |
| 6M | +6.0% | +48.6% | -42.6% | -1.4% |
| YTD | +10.1% | +44.2% | -34.1% | +2.8% |
| 1Y | +11.8% | +38.1% | -26.3% | +5.1% |
| 3Y | +59.7% | +257.2% | -197.5% | +22.1% |
| All | +57.9% | +163.9% | -106.0% | +22.7% |
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