+652.8%
GS vs WSM
+1,020.0%
-367.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | +0.9% | -3.3% | +4.2% | +1.9% |
| 30D | -1.6% | -8.4% | +6.8% | +0.9% |
| 3M | -4.5% | +9.7% | -14.1% | -7.3% |
| 6M | +20.9% | +16.7% | +4.2% | +15.1% |
| YTD | +19.9% | +28.7% | -8.8% | +11.1% |
| 1Y | +41.4% | +13.7% | +27.8% | +35.2% |
| 3Y | +239.2% | +230.1% | +9.1% | +129.3% |
| 5Y | +185.0% | +179.0% | +6.1% | +93.3% |
| All | +652.8% | +1,020.0% | -367.2% | +190.6% |
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 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