+669.0%
GRMN vs WSM
+1,071.8%
-402.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.0% |
| 7D | +2.4% | -0.5% | +3.0% | +2.6% |
| 30D | -8.5% | -7.7% | -0.7% | -6.7% |
| 3M | +19.5% | +3.8% | +15.7% | +18.2% |
| 6M | +21.2% | +22.7% | -1.5% | +15.1% |
| YTD | +41.0% | +28.0% | +13.0% | +32.5% |
| 1Y | +19.6% | +12.7% | +6.9% | +15.4% |
| 3Y | +183.8% | +231.3% | -47.5% | +105.6% |
| 5Y | +83.0% | +177.2% | -94.2% | +33.4% |
| All | +669.0% | +1,071.8% | -402.8% | +288.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling