+102.2%
HAS vs WSM
+1,226.6%
-1,124.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +3.3% | +3.1% | +0.2% | +2.4% |
| 30D | +30.5% | +8.5% | +22.0% | +27.6% |
| 3M | +29.9% | +4.6% | +25.3% | +28.1% |
| 6M | +26.5% | +44.5% | -18.0% | +13.7% |
| YTD | +51.9% | +48.4% | +3.5% | +35.1% |
| 1Y | +60.9% | +36.2% | +24.7% | +46.4% |
| 3Y | +215.0% | +268.8% | -53.8% | +110.1% |
| 5Y | +51.5% | +185.2% | -133.7% | +3.7% |
| 10Y | +102.2% | +1,175.8% | -1,073.6% | -16.2% |
| All | +102.2% | +1,226.6% | -1,124.4% | -16.2% |
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