+497.6%
FIVE vs WSM
+997.3%
-499.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +1.7% | +2.6% | -1.0% | +0.5% |
| 30D | +5.0% | -9.3% | +14.3% | +9.9% |
| 3M | +29.5% | +7.1% | +22.4% | +24.6% |
| 6M | +12.4% | +21.7% | -9.3% | +1.4% |
| YTD | +31.2% | +28.7% | +2.5% | +14.8% |
| 1Y | +72.9% | +13.9% | +59.0% | +60.0% |
| 3Y | +53.0% | +232.2% | -179.2% | -19.2% |
| 5Y | +34.2% | +176.4% | -142.2% | -25.7% |
| 10Y | +497.6% | +1,072.4% | -574.8% | +39.8% |
| All | +497.6% | +997.3% | -499.7% | +39.8% |
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