+147.5%
GE vs WSM
+1,071.8%
-924.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | -11.4% | -7.7% | -3.7% | -9.6% |
| 3M | -2.6% | +3.8% | -6.4% | -3.7% |
| 6M | -0.3% | +22.7% | -23.0% | -5.5% |
| YTD | +5.4% | +28.0% | -22.6% | -1.2% |
| 1Y | +15.5% | +12.7% | +2.8% | +11.3% |
| 3Y | +260.8% | +231.3% | +29.5% | +150.4% |
| 5Y | +421.6% | +177.2% | +244.5% | +264.5% |
| All | +147.5% | +1,071.8% | -924.3% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling