+74.3%
F vs WSM
+1,226.6%
-1,152.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | +3.1% | -2.1% | -0.1% |
| 30D | +2.1% | +8.5% | -6.4% | -0.5% |
| 3M | -10.3% | +4.6% | -14.9% | -11.7% |
| 6M | +3.3% | +44.5% | -41.3% | -8.6% |
| YTD | -2.0% | +48.4% | -50.4% | -14.1% |
| 1Y | -2.3% | +36.2% | -38.5% | -12.1% |
| 3Y | +49.9% | +268.8% | -218.9% | -8.8% |
| 5Y | -12.5% | +185.2% | -197.7% | -44.7% |
| 10Y | +74.3% | +1,175.8% | -1,101.6% | -39.0% |
| All | +74.3% | +1,226.6% | -1,152.4% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling