-8.2%
EW vs WSM
+163.9%
-172.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +23.9% | +5.1% | +18.9% | +22.7% |
| 3M | +15.8% | +5.1% | +10.7% | +14.5% |
| 6M | +31.7% | +48.6% | -16.9% | +22.0% |
| YTD | +25.7% | +44.2% | -18.5% | +16.7% |
| 1Y | +24.4% | +38.1% | -13.7% | +16.3% |
| 3Y | +65.9% | +257.2% | -191.4% | +17.5% |
| All | -8.2% | +163.9% | -172.1% | -30.8% |
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