+151.3%
GEN vs WSM
+1,058.9%
-907.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -4.3% | +0.4% | -4.8% | -4.4% |
| 30D | +3.8% | -10.7% | +14.5% | +5.5% |
| 3M | +22.3% | +8.5% | +13.8% | +20.6% |
| 6M | +39.0% | +19.6% | +19.3% | +34.7% |
| YTD | +11.9% | +26.6% | -14.7% | +7.5% |
| 1Y | +4.5% | +12.0% | -7.4% | +2.1% |
| 3Y | +59.0% | +226.6% | -167.7% | +29.7% |
| 5Y | +22.0% | +174.1% | -152.1% | -0.5% |
| All | +151.3% | +1,058.9% | -907.5% | +62.6% |
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 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