+35.8%
FIVE vs WSM
+245.0%
-209.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +17.7% | +6.0% | +11.7% | +14.7% |
| 3M | +4.0% | +3.2% | +0.8% | +2.4% |
| 6M | +2.6% | +37.1% | -34.5% | -11.6% |
| YTD | +27.6% | +44.2% | -16.6% | +6.8% |
| 1Y | +59.9% | +34.2% | +25.7% | +38.1% |
| 3Y | +35.8% | +249.3% | -213.5% | -14.9% |
| All | +35.8% | +245.0% | -209.3% | -14.9% |
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