+40.1%
GILD vs WSM
+35.8%
+4.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +16.2% | +7.1% | +9.1% | +15.2% |
| 3M | +27.9% | +4.5% | +23.4% | +27.2% |
| 6M | +27.1% | +44.4% | -17.3% | +22.5% |
| YTD | +39.0% | +46.8% | -7.8% | +34.6% |
| 1Y | +40.1% | +31.7% | +8.3% | +35.1% |
| All | +40.1% | +35.8% | +4.3% | +35.1% |
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