+1,440.5%
FANG vs WSM
+1,261.1%
+179.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +2.6% | -7.7% | +10.3% | +4.8% |
| 3M | +7.6% | +3.8% | +3.8% | +5.8% |
| 6M | +17.3% | +22.7% | -5.4% | +9.0% |
| YTD | +38.7% | +28.0% | +10.7% | +26.6% |
| 1Y | +51.6% | +12.7% | +38.9% | +42.9% |
| 3Y | +50.0% | +231.3% | -181.3% | -4.4% |
| 5Y | +237.6% | +177.2% | +60.4% | +115.3% |
| 10Y | +180.7% | +1,065.8% | -885.1% | -11.0% |
| All | +1,440.5% | +1,261.1% | +179.5% | +338.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling