+448.7%
FIX vs WSM
+245.0%
+203.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +6.1% |
| 7D | -17.5% | +0.5% | -18.0% | -18.0% |
| 30D | -41.6% | +6.0% | -47.5% | -43.2% |
| 3M | -40.6% | +3.2% | -43.8% | -41.8% |
| 6M | -49.4% | +37.1% | -86.5% | -55.9% |
| YTD | +9.2% | +44.2% | -35.0% | -6.8% |
| 1Y | +6.5% | +34.2% | -27.8% | -6.7% |
| 3Y | +448.7% | +249.3% | +199.5% | +264.1% |
| All | +448.7% | +245.0% | +203.7% | +264.1% |
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