+65.1%
FIVE vs WSM
+19.9%
+45.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.2% |
| 7D | +4.3% | -3.3% | +7.5% | +5.7% |
| 30D | +12.5% | -8.4% | +20.9% | +16.9% |
| 3M | +31.2% | +9.7% | +21.6% | +24.6% |
| 6M | +14.4% | +16.7% | -2.3% | +5.0% |
| YTD | +33.9% | +28.7% | +5.2% | +14.1% |
| 1Y | +65.1% | +13.7% | +51.4% | +49.2% |
| All | +65.1% | +19.9% | +45.2% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling