+88.6%
DVA vs WSM
+230.1%
-141.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | 0.0% | -7.7% | +7.7% | +1.2% |
| 3M | -10.9% | +3.8% | -14.7% | -11.6% |
| 6M | +17.3% | +22.7% | -5.4% | +13.4% |
| YTD | +59.8% | +28.0% | +31.8% | +53.0% |
| 1Y | +36.3% | +12.7% | +23.5% | +32.6% |
| 3Y | +88.6% | +231.3% | -142.7% | +63.7% |
| All | +88.6% | +230.1% | -141.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling