+1,229.2%
ES vs WSM
+40,127.9%
-38,898.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.7% |
| 7D | -0.1% | +0.9% | -0.9% | -0.2% |
| 30D | +5.7% | +8.6% | -2.8% | +5.1% |
| 3M | -2.8% | +4.2% | -7.0% | -3.2% |
| 6M | +7.0% | +44.6% | -37.7% | +4.0% |
| YTD | +6.8% | +48.5% | -41.7% | +3.5% |
| 1Y | -0.5% | +34.7% | -35.1% | -2.9% |
| 3Y | +47.2% | +271.0% | -223.9% | +31.4% |
| 5Y | +2.3% | +180.9% | -178.7% | -8.1% |
| 10Y | +85.6% | +1,235.4% | -1,149.7% | +44.6% |
| All | +1,229.2% | +40,127.9% | -38,898.6% | +717.4% |
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 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