+390.3%
GDDY vs WSM
+648.1%
-257.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +6.8% | -7.7% | +14.5% | +8.9% |
| 3M | +30.5% | +3.8% | +26.7% | +29.2% |
| 6M | +13.3% | +22.7% | -9.3% | +6.8% |
| YTD | -21.0% | +28.0% | -49.0% | -26.7% |
| 1Y | -34.0% | +12.7% | -46.7% | -36.9% |
| 3Y | +33.1% | +231.3% | -198.2% | -13.7% |
| 5Y | +30.3% | +177.2% | -146.9% | -14.8% |
| 10Y | +205.5% | +1,065.8% | -860.3% | +9.8% |
| All | +390.3% | +648.1% | -257.7% | +86.6% |
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