+777.0%
FIX vs WSM
+233.0%
+543.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.1% |
| 7D | +6.0% | -3.3% | +9.3% | +7.3% |
| 30D | -7.2% | -8.4% | +1.1% | -4.2% |
| 3M | -15.9% | +9.7% | -25.5% | -19.2% |
| 6M | +12.7% | +16.7% | -3.9% | +5.4% |
| YTD | +72.8% | +28.7% | +44.1% | +55.6% |
| 1Y | +122.9% | +13.7% | +109.2% | +109.5% |
| All | +777.0% | +233.0% | +543.9% | +506.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling