+1,704.0%
GS vs WSM
+5,559.8%
-3,855.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | -2.4% | +6.0% | -8.4% | -4.1% |
| 3M | -15.7% | +3.2% | -19.0% | -16.7% |
| 6M | -6.8% | +37.1% | -43.9% | -15.6% |
| YTD | -0.1% | +44.2% | -44.2% | -11.0% |
| 1Y | +12.1% | +34.2% | -22.1% | +1.9% |
| 3Y | +185.8% | +249.3% | -63.5% | +85.9% |
| 5Y | +140.1% | +169.3% | -29.2% | +60.8% |
| 10Y | +505.2% | +1,241.2% | -736.0% | +123.0% |
| All | +1,704.0% | +5,559.8% | -3,855.8% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling