-29.4%
EW vs WSM
+182.5%
-211.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | +2.6% | -7.7% | -5.6% |
| 30D | -6.4% | -9.3% | +2.9% | -4.7% |
| 3M | -1.6% | +7.1% | -8.6% | -2.9% |
| 6M | +2.3% | +21.7% | -19.4% | -1.7% |
| YTD | +1.1% | +28.7% | -27.6% | -4.1% |
| 1Y | +8.0% | +13.9% | -5.9% | +4.5% |
| 3Y | +16.3% | +232.2% | -215.8% | -16.5% |
| 5Y | -29.4% | +176.4% | -205.8% | -49.2% |
| All | -29.4% | +182.5% | -211.9% | -49.2% |
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