-68.4%
EL vs WSM
+182.5%
-250.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -2.4% | +2.6% | -5.0% | -3.3% |
| 30D | +13.7% | -9.3% | +23.0% | +17.8% |
| 3M | +14.5% | +7.1% | +7.4% | +11.5% |
| 6M | +7.4% | +21.7% | -14.3% | -0.2% |
| YTD | -4.7% | +28.7% | -33.4% | -13.2% |
| 1Y | +12.9% | +13.9% | -0.9% | +6.9% |
| 3Y | -32.2% | +232.2% | -264.4% | -58.1% |
| 5Y | -68.4% | +176.4% | -244.8% | -80.8% |
| All | -68.4% | +182.5% | -250.9% | -80.8% |
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 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