+722.8%
GLD vs WSM
+2,112.5%
-1,389.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.0% | -3.0% | +1.0% | -1.9% |
| 30D | -4.4% | +10.1% | -14.5% | -4.5% |
| 3M | -8.9% | +4.9% | -13.8% | -9.0% |
| 6M | -16.0% | +49.8% | -65.8% | -16.3% |
| YTD | -7.9% | +48.7% | -56.6% | -8.2% |
| 1Y | -3.9% | +38.7% | -42.6% | -4.2% |
| 3Y | +103.4% | +269.5% | -166.1% | +101.5% |
| 5Y | +109.7% | +179.0% | -69.3% | +107.7% |
| 10Y | +211.8% | +1,162.3% | -950.4% | +208.4% |
| All | +722.8% | +2,112.5% | -1,389.7% | +685.5% |
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