+87.5%
ES vs WSM
+997.3%
-909.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.5% |
| 7D | 0.0% | +2.6% | -2.6% | -0.2% |
| 30D | -1.0% | -9.3% | +8.3% | -0.2% |
| 3M | +1.5% | +7.1% | -5.6% | +0.8% |
| 6M | -3.5% | +21.7% | -25.2% | -5.3% |
| YTD | +7.0% | +28.7% | -21.8% | +4.3% |
| 1Y | +15.3% | +13.9% | +1.5% | +13.5% |
| 3Y | +30.2% | +232.2% | -202.0% | +13.7% |
| 5Y | -4.3% | +176.4% | -180.7% | -16.4% |
| 10Y | +87.5% | +1,072.4% | -984.9% | +41.5% |
| All | +87.5% | +997.3% | -909.8% | +41.5% |
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