+494.2%
FIX vs WSM
+260.3%
+233.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.9% |
| 7D | +9.4% | 0.0% | +9.4% | +9.5% |
| 30D | -27.8% | +5.1% | -32.9% | -29.6% |
| 3M | -35.6% | +5.1% | -40.7% | -37.2% |
| 6M | -45.2% | +48.6% | -93.8% | -53.8% |
| YTD | +19.5% | +44.2% | -24.7% | +2.1% |
| 1Y | +24.2% | +38.1% | -13.9% | +7.7% |
| 3Y | +494.2% | +257.2% | +236.9% | +302.0% |
| All | +494.2% | +260.3% | +233.9% | +302.0% |
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