+75.8%
GM vs WSM
+175.3%
-99.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -1.1% | -7.7% | +6.6% | +1.4% |
| 3M | +6.1% | +3.8% | +2.3% | +4.5% |
| 6M | +15.0% | +22.7% | -7.7% | +7.1% |
| YTD | +6.0% | +28.0% | -22.0% | -2.7% |
| 1Y | +47.1% | +12.7% | +34.4% | +40.1% |
| 3Y | +170.5% | +231.3% | -60.8% | +60.9% |
| All | +75.8% | +175.3% | -99.5% | +1.1% |
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 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