+1,582.2%
EL vs WSM
+14,729.4%
-13,147.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.6% |
| 7D | +0.8% | -3.3% | +4.1% | +1.5% |
| 30D | +19.8% | -8.4% | +28.2% | +22.0% |
| 3M | +25.7% | +9.7% | +16.1% | +23.4% |
| 6M | +5.4% | +16.7% | -11.2% | +2.2% |
| YTD | +0.2% | +28.7% | -28.5% | -4.7% |
| 1Y | +20.4% | +13.7% | +6.8% | +17.1% |
| 3Y | -32.1% | +230.1% | -262.2% | -47.1% |
| 5Y | -67.2% | +179.0% | -246.1% | -74.1% |
| 10Y | +31.7% | +1,002.5% | -970.8% | -23.7% |
| All | +1,582.2% | +14,729.4% | -13,147.2% | +459.2% |
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