+152.0%
GE vs WSM
+1,131.4%
-979.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +8.1% | +5.1% | +3.0% | +6.7% |
| 3M | -7.9% | +5.1% | -13.0% | -9.1% |
| 6M | +12.9% | +48.6% | -35.7% | +1.8% |
| YTD | +8.2% | +44.2% | -36.0% | -1.7% |
| 1Y | +9.7% | +38.1% | -28.4% | +0.5% |
| 3Y | +266.1% | +257.2% | +8.9% | +150.1% |
| 5Y | +407.4% | +165.1% | +242.3% | +260.0% |
| All | +152.0% | +1,131.4% | -979.4% | +8.5% |
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