+92.6%
FFIV vs WSM
+189.5%
-96.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.5% | +2.6% | -4.1% | -2.2% |
| 30D | -2.7% | -9.5% | +6.9% | -0.2% |
| 3M | -1.7% | +12.9% | -14.5% | -5.0% |
| 6M | +36.1% | +23.0% | +13.1% | +28.1% |
| YTD | +52.6% | +28.9% | +23.7% | +41.7% |
| 1Y | +21.5% | +13.7% | +7.9% | +16.2% |
| 3Y | +142.7% | +232.6% | -89.9% | +61.6% |
| 5Y | +92.6% | +185.9% | -93.3% | +26.7% |
| All | +92.6% | +189.5% | -96.9% | +26.7% |
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