+3,644.4%
FIX vs WSM
+1,226.6%
+2,417.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -13.9% | +3.1% | -17.0% | -15.1% |
| 30D | -35.5% | +8.5% | -44.0% | -37.7% |
| 3M | -33.9% | +4.6% | -38.5% | -35.4% |
| 6M | -43.3% | +44.5% | -87.8% | -50.6% |
| YTD | +18.7% | +48.4% | -29.8% | +2.5% |
| 1Y | +13.8% | +36.2% | -22.4% | +1.1% |
| 3Y | +495.0% | +268.8% | +226.2% | +269.9% |
| 5Y | +1,049.0% | +185.2% | +863.8% | +640.8% |
| 10Y | +3,644.4% | +1,175.8% | +2,468.6% | +1,188.1% |
| All | +3,644.4% | +1,226.6% | +2,417.8% | +1,188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling