+3,601.2%
FIX vs WSM
+1,113.6%
+2,487.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -1.4% |
| 7D | +16.9% | -3.2% | +20.1% | +18.2% |
| 30D | -30.6% | +4.6% | -35.3% | -32.1% |
| 3M | -35.1% | +2.4% | -37.5% | -36.1% |
| 6M | -44.0% | +43.7% | -87.7% | -51.1% |
| YTD | +21.0% | +42.1% | -21.1% | +6.1% |
| 1Y | +16.2% | +32.3% | -16.1% | +4.2% |
| 3Y | +506.9% | +253.0% | +253.9% | +283.0% |
| 5Y | +1,051.1% | +161.3% | +889.8% | +664.1% |
| All | +3,601.2% | +1,113.6% | +2,487.6% | +1,210.1% |
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