+851.7%
FIVE vs WSM
+1,633.7%
-782.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.1% |
| 7D | +4.3% | -3.3% | +7.5% | +5.8% |
| 30D | +12.5% | -8.4% | +20.9% | +17.1% |
| 3M | +31.2% | +9.7% | +21.6% | +25.1% |
| 6M | +14.4% | +16.7% | -2.3% | +5.5% |
| YTD | +33.9% | +28.7% | +5.2% | +17.6% |
| 1Y | +65.1% | +13.7% | +51.4% | +53.3% |
| 3Y | +49.0% | +230.1% | -181.1% | -19.3% |
| 5Y | +30.3% | +179.0% | -148.7% | -26.4% |
| 10Y | +481.1% | +1,002.5% | -521.4% | +55.4% |
| All | +851.7% | +1,633.7% | -782.0% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling