+0.6%
ES vs WSM
+36.5%
-35.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.1% | -3.0% | +3.1% | +0.6% |
| 30D | +6.7% | +10.1% | -3.3% | +4.9% |
| 3M | +0.3% | +4.9% | -4.6% | -0.6% |
| 6M | +7.4% | +49.8% | -42.4% | +0.3% |
| YTD | +8.4% | +48.7% | -40.4% | -3.2% |
| 1Y | +0.6% | +38.7% | -38.1% | -7.4% |
| All | +0.6% | +36.5% | -35.8% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling