+57.3%
FIVE vs WSM
+239.4%
-182.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +3.7% | +2.6% | +1.1% | +2.6% |
| 30D | +4.0% | -9.5% | +13.5% | +8.4% |
| 3M | +36.2% | +12.9% | +23.3% | +28.5% |
| 6M | +18.0% | +23.0% | -5.0% | +6.8% |
| YTD | +34.9% | +28.9% | +6.0% | +19.2% |
| 1Y | +67.9% | +13.7% | +54.2% | +56.5% |
| 3Y | +57.3% | +232.6% | -175.3% | +10.9% |
| All | +57.3% | +239.4% | -182.1% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling