+238.8%
EQX vs WSM
+969.7%
-730.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +7.8% | -7.7% | +15.5% | +9.1% |
| 3M | +21.3% | +3.8% | +17.6% | +20.6% |
| 6M | -22.4% | +22.7% | -45.1% | -25.0% |
| YTD | -11.3% | +28.0% | -39.3% | -15.0% |
| 1Y | +13.5% | +12.7% | +0.8% | +10.6% |
| 3Y | +162.1% | +231.3% | -69.1% | +105.8% |
| 5Y | +84.2% | +177.2% | -93.0% | +44.1% |
| All | +238.8% | +969.7% | -730.9% | +140.1% |
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