+53.9%
F vs WSM
+179.2%
-125.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.8% |
| 7D | +5.3% | -3.3% | +8.6% | +6.5% |
| 30D | +4.6% | -8.4% | +13.0% | +7.6% |
| 3M | -3.7% | +9.7% | -13.3% | -6.9% |
| 6M | +16.8% | +16.7% | +0.1% | +10.5% |
| YTD | +15.3% | +28.7% | -13.4% | +5.6% |
| 1Y | +31.0% | +13.7% | +17.3% | +24.4% |
| 3Y | +45.4% | +230.1% | -184.7% | -14.5% |
| All | +53.9% | +179.2% | -125.2% | -12.2% |
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