-47.2%
GLXY vs WSM
+34.6%
-81.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.7% | -6.0% |
| 7D | +5.3% | 0.0% | +5.3% | +5.4% |
| 30D | -19.8% | +5.1% | -24.9% | -23.4% |
| 3M | -31.4% | +5.1% | -36.5% | -34.7% |
| 6M | -53.3% | +48.6% | -101.9% | -66.9% |
| YTD | -35.7% | +44.2% | -79.9% | -51.5% |
| 1Y | -47.2% | +38.1% | -85.3% | -59.8% |
| All | -47.2% | +34.6% | -81.8% | -59.8% |
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