+75.6%
GRMN vs WSM
+171.2%
-95.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -12.1% | -10.7% | -1.4% | -9.4% |
| 3M | +18.0% | +8.5% | +9.5% | +15.2% |
| 6M | +13.7% | +19.6% | -5.9% | +7.9% |
| YTD | +35.3% | +26.6% | +8.7% | +26.4% |
| 1Y | +17.2% | +12.0% | +5.3% | +12.7% |
| 3Y | +179.6% | +226.6% | -47.0% | +90.6% |
| 5Y | +75.6% | +174.1% | -98.6% | +19.1% |
| All | +75.6% | +171.2% | -95.6% | +19.1% |
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