+10.3%
GLXY vs WSM
+34.5%
-24.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -7.0% |
| 7D | +4.5% | +2.6% | +1.9% | +3.1% |
| 30D | +28.8% | -9.3% | +38.1% | +35.4% |
| 3M | -23.0% | +7.1% | -30.1% | -27.1% |
| 6M | +17.0% | +21.7% | -4.7% | +2.1% |
| YTD | +12.5% | +28.7% | -16.3% | -1.9% |
| 1Y | -5.4% | +13.9% | -19.2% | -15.0% |
| All | +10.3% | +34.5% | -24.2% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling