+2,883.5%
GE vs WSM
+34,755.7%
-31,872.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -1.6% | -3.3% | +1.7% | -0.9% |
| 30D | -11.6% | -8.4% | -3.2% | -10.0% |
| 3M | +3.0% | +9.7% | -6.6% | +1.1% |
| 6M | -0.5% | +16.7% | -17.2% | -3.5% |
| YTD | +9.7% | +28.7% | -18.9% | +4.3% |
| 1Y | +20.0% | +13.7% | +6.4% | +16.6% |
| 3Y | +275.8% | +230.1% | +45.7% | +186.6% |
| 5Y | +429.1% | +179.0% | +250.1% | +305.8% |
| 10Y | +151.2% | +1,002.5% | -851.4% | +40.0% |
| All | +2,883.5% | +34,755.7% | -31,872.1% | +791.8% |
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