+1,243.3%
ES vs WSM
+34,755.7%
-33,512.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | +0.3% | -3.3% | +3.6% | +0.5% |
| 30D | -2.0% | -8.4% | +6.4% | -1.4% |
| 3M | +1.7% | +9.7% | -8.0% | +0.9% |
| 6M | -3.5% | +16.7% | -20.2% | -4.8% |
| YTD | +7.9% | +28.7% | -20.8% | +5.7% |
| 1Y | +17.2% | +13.7% | +3.5% | +15.7% |
| 3Y | +29.3% | +230.1% | -200.8% | +16.5% |
| 5Y | -5.7% | +179.0% | -184.7% | -15.3% |
| 10Y | +85.2% | +1,002.5% | -917.3% | +46.3% |
| All | +1,243.3% | +34,755.7% | -33,512.4% | +735.1% |
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