+399.9%
GH vs WSM
+756.0%
-356.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -2.1% | +2.6% | -4.7% | -3.2% |
| 30D | -4.5% | -9.5% | +5.1% | -0.3% |
| 3M | +28.9% | +12.9% | +16.0% | +21.3% |
| 6M | +76.5% | +23.0% | +53.5% | +60.2% |
| YTD | +57.6% | +28.9% | +28.7% | +39.9% |
| 1Y | +167.5% | +13.7% | +153.9% | +148.3% |
| 3Y | +377.4% | +232.6% | +144.8% | +152.7% |
| 5Y | +23.8% | +185.9% | -162.0% | -32.1% |
| All | +399.9% | +756.0% | -356.0% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling