-65.8%
ETSY vs WSM
+175.3%
-241.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | -4.9% | -0.5% | -4.4% | -4.7% |
| 30D | -8.6% | -7.7% | -0.9% | -5.1% |
| 3M | +4.8% | +3.8% | +1.0% | +2.7% |
| 6M | +38.1% | +22.7% | +15.4% | +23.8% |
| YTD | +31.2% | +28.0% | +3.2% | +14.8% |
| 1Y | +22.1% | +12.7% | +9.4% | +13.1% |
| 3Y | +12.2% | +231.3% | -219.0% | -55.3% |
| All | -65.8% | +175.3% | -241.1% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling