+478.5%
GS vs WSM
+1,313.8%
-835.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.8% |
| 7D | +0.8% | +0.9% | 0.0% | +0.6% |
| 30D | +1.2% | +8.6% | -7.3% | -1.1% |
| 3M | -12.4% | +4.2% | -16.7% | -13.6% |
| 6M | -2.3% | +44.6% | -46.9% | -12.5% |
| YTD | +4.6% | +48.5% | -43.9% | -7.0% |
| 1Y | +17.5% | +34.7% | -17.2% | +7.2% |
| 3Y | +202.0% | +271.0% | -69.0% | +98.3% |
| 5Y | +152.4% | +180.9% | -28.6% | +71.7% |
| 10Y | +478.5% | +1,235.4% | -756.8% | +115.4% |
| All | +478.5% | +1,313.8% | -835.3% | +115.4% |
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