-10.4%
DOW vs WSM
+836.7%
-847.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -2.9% | +2.6% | -5.5% | -3.7% |
| 30D | +2.0% | -9.5% | +11.5% | +4.8% |
| 3M | -12.5% | +12.9% | -25.4% | -16.4% |
| 6M | -9.2% | +23.0% | -32.2% | -16.4% |
| YTD | +30.8% | +28.9% | +1.9% | +18.5% |
| 1Y | +29.4% | +13.7% | +15.7% | +21.8% |
| 3Y | -34.6% | +232.6% | -267.2% | -58.1% |
| 5Y | -35.9% | +185.9% | -221.8% | -59.2% |
| All | -10.4% | +836.7% | -847.1% | -65.8% |
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