+7,843.3%
FIX vs WSM
+8,051.5%
-208.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.9% |
| 7D | -17.5% | +0.5% | -18.0% | -17.9% |
| 30D | -41.6% | +6.0% | -47.5% | -42.8% |
| 3M | -40.6% | +3.2% | -43.8% | -41.5% |
| 6M | -49.4% | +37.1% | -86.5% | -54.0% |
| YTD | +9.2% | +44.2% | -35.0% | -2.1% |
| 1Y | +6.5% | +34.2% | -27.8% | -2.8% |
| 3Y | +448.7% | +249.3% | +199.5% | +279.3% |
| 5Y | +948.7% | +169.3% | +779.4% | +648.0% |
| 10Y | +3,659.7% | +1,241.2% | +2,418.5% | +1,551.8% |
| All | +7,843.3% | +8,051.5% | -208.2% | +1,906.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling