+157.2%
GEN vs WSM
+1,131.4%
-974.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +2.0% | 0.0% | +2.1% | +2.0% |
| 30D | +27.7% | +5.1% | +22.6% | +26.8% |
| 3M | +3.3% | +5.1% | -1.8% | +2.4% |
| 6M | +31.8% | +48.6% | -16.8% | +23.8% |
| YTD | +13.5% | +44.2% | -30.7% | +6.9% |
| 1Y | +16.0% | +38.1% | -22.0% | +9.9% |
| 3Y | +70.6% | +257.2% | -186.7% | +37.5% |
| 5Y | +32.1% | +165.1% | -133.0% | +8.1% |
| All | +157.2% | +1,131.4% | -974.1% | +62.0% |
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