+1,129.1%
DIA vs WSM
+6,694.1%
-5,565.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | -0.2% | -3.3% | +3.1% | +0.4% |
| 30D | -1.5% | -8.4% | +6.9% | 0.0% |
| 3M | +3.8% | +9.7% | -5.9% | +1.8% |
| 6M | +10.3% | +16.7% | -6.4% | +6.8% |
| YTD | +12.1% | +28.7% | -16.6% | +6.5% |
| 1Y | +18.6% | +13.7% | +5.0% | +15.0% |
| 3Y | +60.6% | +230.1% | -169.5% | +23.4% |
| 5Y | +64.4% | +179.0% | -114.5% | +26.4% |
| 10Y | +250.1% | +1,002.5% | -752.4% | +95.2% |
| All | +1,129.1% | +6,694.1% | -5,565.0% | +329.3% |
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