+632.4%
GEV vs WSM
+50.1%
+582.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -7.9% | -7.7% | -0.2% | -5.4% |
| 3M | +5.6% | +3.8% | +1.9% | +3.8% |
| 6M | +13.1% | +22.7% | -9.6% | +4.2% |
| YTD | +46.7% | +28.0% | +18.7% | +32.6% |
| 1Y | +51.3% | +12.7% | +38.6% | +42.5% |
| All | +632.4% | +50.1% | +582.3% | +513.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling