+43.1%
GFS vs WSM
+14.1%
+29.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +4.5% | +2.6% | +1.9% | +3.2% |
| 30D | -8.2% | -9.3% | +1.1% | -3.9% |
| 3M | -38.9% | +7.1% | -45.9% | -41.3% |
| 6M | -2.9% | +21.7% | -24.6% | -13.7% |
| YTD | +31.8% | +28.7% | +3.0% | +11.7% |
| 1Y | +43.1% | +13.9% | +29.3% | +24.6% |
| All | +43.1% | +14.1% | +29.0% | +24.6% |
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 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