+105.9%
GILD vs WSM
+230.1%
-124.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | +5.8% | -7.7% | +13.5% | +6.2% |
| 3M | +14.9% | +3.8% | +11.2% | +14.7% |
| 6M | -0.4% | +22.7% | -23.0% | -1.4% |
| YTD | +18.5% | +28.0% | -9.5% | +17.0% |
| 1Y | +25.1% | +12.7% | +12.4% | +24.1% |
| 3Y | +105.9% | +231.3% | -125.4% | +89.3% |
| All | +105.9% | +230.1% | -124.2% | +89.3% |
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 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