+89.2%
ES vs WSM
+1,226.6%
-1,137.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.9% | +3.1% | -2.2% | +0.5% |
| 30D | +5.9% | +8.5% | -2.6% | +5.1% |
| 3M | -1.0% | +4.6% | -5.6% | -1.5% |
| 6M | +7.2% | +44.5% | -37.4% | +3.5% |
| YTD | +7.0% | +48.4% | -41.5% | +2.8% |
| 1Y | +0.5% | +36.2% | -35.7% | -2.7% |
| 3Y | +48.7% | +268.8% | -220.1% | +28.4% |
| 5Y | +1.9% | +185.2% | -183.3% | -11.2% |
| 10Y | +89.2% | +1,175.8% | -1,086.7% | +35.2% |
| All | +89.2% | +1,226.6% | -1,137.5% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling