+52.4%
GEV vs WSM
+44.0%
+8.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.5% | -15.8% | -10.3% |
| 7D | -5.1% | +8.0% | -13.1% | -6.5% |
| 30D | -15.8% | +13.5% | -29.3% | -18.3% |
| 3M | -18.2% | +8.8% | -27.0% | -19.7% |
| 6M | -22.4% | +54.7% | -77.1% | -32.3% |
| YTD | +27.7% | +53.3% | -25.5% | +9.3% |
| 1Y | +52.4% | +41.1% | +11.2% | +29.5% |
| All | +52.4% | +44.0% | +8.4% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling