+857.6%
FIVE vs WSM
+1,900.9%
-1,043.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.6% | +4.2% |
| 7D | +6.2% | +0.9% | +5.3% | +5.9% |
| 30D | +18.2% | +8.6% | +9.6% | +13.8% |
| 3M | +3.8% | +4.2% | -0.4% | +1.7% |
| 6M | +13.7% | +44.6% | -30.9% | -4.9% |
| YTD | +34.7% | +48.5% | -13.8% | +10.7% |
| 1Y | +66.6% | +34.7% | +32.0% | +43.1% |
| 3Y | +44.3% | +271.0% | -226.8% | -25.4% |
| 5Y | +18.8% | +180.9% | -162.2% | -33.3% |
| 10Y | +569.2% | +1,235.4% | -666.2% | +64.6% |
| All | +857.6% | +1,900.9% | -1,043.3% | +103.6% |
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