+122.9%
FIX vs WSM
+19.9%
+103.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.0% |
| 7D | +6.0% | -3.3% | +9.3% | +7.5% |
| 30D | -7.2% | -8.4% | +1.1% | -3.7% |
| 3M | -15.9% | +9.7% | -25.5% | -20.3% |
| 6M | +12.7% | +16.7% | -3.9% | +3.1% |
| YTD | +72.8% | +28.7% | +44.1% | +50.3% |
| 1Y | +122.9% | +13.7% | +109.2% | +104.2% |
| All | +122.9% | +19.9% | +103.0% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling