+12,471.5%
FIX vs WSM
+7,174.8%
+5,296.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.3% |
| 7D | +6.0% | -3.3% | +9.3% | +6.9% |
| 30D | -7.2% | -8.4% | +1.1% | -5.1% |
| 3M | -15.9% | +9.7% | -25.5% | -18.2% |
| 6M | +12.7% | +16.7% | -3.9% | +7.7% |
| YTD | +72.8% | +28.7% | +44.1% | +60.7% |
| 1Y | +122.9% | +13.7% | +109.2% | +114.0% |
| 3Y | +774.3% | +230.1% | +544.2% | +515.9% |
| 5Y | +2,049.5% | +179.0% | +1,870.5% | +1,427.0% |
| 10Y | +5,821.5% | +1,002.5% | +4,818.9% | +2,651.8% |
| All | +12,471.5% | +7,174.8% | +5,296.7% | +3,193.1% |
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 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