+5,993.3%
FIX vs WSM
+1,015.9%
+4,977.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +6.1% | +2.6% | +3.5% | +5.1% |
| 30D | -2.7% | -9.5% | +6.8% | +0.6% |
| 3M | -10.9% | +12.9% | -23.8% | -14.9% |
| 6M | +29.0% | +23.0% | +6.0% | +19.4% |
| YTD | +76.9% | +28.9% | +48.0% | +61.1% |
| 1Y | +130.7% | +13.7% | +117.1% | +118.8% |
| 3Y | +790.7% | +232.6% | +558.0% | +473.7% |
| 5Y | +2,185.6% | +185.9% | +1,999.7% | +1,375.3% |
| 10Y | +5,993.3% | +998.6% | +4,994.7% | +2,063.7% |
| All | +5,993.3% | +1,015.9% | +4,977.4% | +2,063.7% |
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