+1,710.0%
EL vs WSM
+16,516.0%
-14,806.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.8% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +10.0% | +5.1% | +4.9% | +8.9% |
| 3M | +28.4% | +5.1% | +23.3% | +27.1% |
| 6M | +37.1% | +48.6% | -11.5% | +26.5% |
| YTD | +7.8% | +44.2% | -36.4% | +0.2% |
| 1Y | +26.0% | +38.1% | -12.0% | +18.0% |
| 3Y | +3.8% | +257.2% | -253.4% | -20.3% |
| 5Y | -65.2% | +165.1% | -230.3% | -72.4% |
| 10Y | +62.1% | +1,123.6% | -1,061.4% | -8.0% |
| All | +1,710.0% | +16,516.0% | -14,806.0% | +487.9% |
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