+13.6%
FIVE vs WSM
+168.7%
-155.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +17.7% | +6.0% | +11.7% | +14.3% |
| 3M | +4.0% | +3.2% | +0.8% | +2.2% |
| 6M | +2.6% | +37.1% | -34.5% | -13.4% |
| YTD | +27.6% | +44.2% | -16.6% | +4.3% |
| 1Y | +59.9% | +34.2% | +25.7% | +35.4% |
| 3Y | +35.8% | +249.3% | -213.5% | -34.2% |
| All | +13.6% | +168.7% | -155.0% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling