-20.1%
GFS vs WSM
+260.3%
-280.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.2% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | -15.3% | +5.1% | -20.4% | -16.9% |
| 3M | -21.1% | +5.1% | -26.2% | -22.7% |
| 6M | -44.5% | +48.6% | -93.1% | -51.5% |
| YTD | +19.2% | +44.2% | -25.0% | +4.7% |
| 1Y | +27.2% | +38.1% | -10.8% | +13.1% |
| 3Y | -20.1% | +257.2% | -277.4% | -49.9% |
| All | -20.1% | +260.3% | -280.4% | -49.9% |
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