+136.0%
GOOG vs WSM
+175.3%
-39.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | 0.0% | -0.5% | +0.6% | +0.2% |
| 30D | -2.0% | -7.7% | +5.8% | -0.1% |
| 3M | -5.9% | +3.8% | -9.6% | -6.9% |
| 6M | +8.9% | +22.7% | -13.8% | +3.2% |
| YTD | +7.1% | +28.0% | -20.9% | +0.1% |
| 1Y | +39.7% | +12.7% | +27.0% | +34.2% |
| 3Y | +145.8% | +231.3% | -85.4% | +62.8% |
| All | +136.0% | +175.3% | -39.2% | +55.6% |
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