+499.6%
FIVE vs WSM
+1,113.6%
-614.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | +0.7% |
| 7D | +2.4% | -3.2% | +5.6% | +4.0% |
| 30D | +15.8% | +4.6% | +11.2% | +13.4% |
| 3M | +3.8% | +2.4% | +1.3% | +2.5% |
| 6M | +18.5% | +43.7% | -25.1% | -1.2% |
| YTD | +31.2% | +42.1% | -10.9% | +9.5% |
| 1Y | +61.8% | +32.3% | +29.6% | +39.5% |
| 3Y | +39.9% | +253.0% | -213.1% | -27.7% |
| 5Y | +18.3% | +161.3% | -143.0% | -32.9% |
| All | +499.6% | +1,113.6% | -614.0% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling