+4,391.0%
DVA vs WSM
+16,084.6%
-11,693.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | +2.0% | +2.6% | -0.6% | +1.7% |
| 30D | -0.4% | -9.3% | +8.9% | +0.9% |
| 3M | -7.7% | +7.1% | -14.7% | -8.6% |
| 6M | +20.0% | +21.7% | -1.8% | +16.6% |
| YTD | +61.1% | +28.7% | +32.3% | +55.1% |
| 1Y | +33.9% | +13.9% | +20.0% | +30.8% |
| 3Y | +91.5% | +232.2% | -140.6% | +59.3% |
| 5Y | +41.8% | +176.4% | -134.6% | +18.2% |
| 10Y | +187.5% | +1,072.4% | -884.9% | +92.6% |
| All | +4,391.0% | +16,084.6% | -11,693.6% | +1,851.9% |
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