-15.8%
F vs WSM
+168.7%
-184.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.1% |
| 7D | +1.6% | +0.5% | +1.0% | +1.3% |
| 30D | +2.6% | +6.0% | -3.3% | +0.7% |
| 3M | -8.8% | +3.2% | -12.0% | -9.9% |
| 6M | +4.6% | +37.1% | -32.5% | -6.1% |
| YTD | -1.9% | +44.2% | -46.1% | -13.5% |
| 1Y | -0.8% | +34.2% | -35.0% | -10.6% |
| 3Y | +43.5% | +249.3% | -205.8% | -16.1% |
| All | -15.8% | +168.7% | -184.5% | -52.1% |
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