+16.0%
GS vs WSM
+34.6%
-18.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.3% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +4.3% | +5.1% | -0.8% | +2.4% |
| 3M | -11.7% | +5.1% | -16.8% | -13.4% |
| 6M | -3.2% | +48.6% | -51.8% | -19.8% |
| YTD | +5.8% | +44.2% | -38.4% | -9.2% |
| 1Y | +16.0% | +38.1% | -22.1% | +0.6% |
| All | +16.0% | +34.6% | -18.6% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling