+3.6%
GOOG vs WSM
+44.0%
-40.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.2% | +2.3% |
| 7D | -10.7% | +8.0% | -18.7% | -11.8% |
| 30D | -16.4% | +13.5% | -29.9% | -18.2% |
| 3M | -23.4% | +8.8% | -32.3% | -24.5% |
| 6M | -24.2% | +54.7% | -78.9% | -29.7% |
| YTD | -8.3% | +53.3% | -61.5% | -13.9% |
| 1Y | +3.6% | +41.1% | -37.5% | -2.9% |
| All | +3.6% | +44.0% | -40.4% | -2.9% |
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