+92.6%
HAS vs WSM
+1,131.4%
-1,038.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +26.3% | +5.1% | +21.2% | +24.5% |
| 3M | +25.6% | +5.1% | +20.5% | +23.6% |
| 6M | +30.3% | +48.6% | -18.3% | +16.1% |
| YTD | +50.4% | +44.2% | +6.2% | +34.8% |
| 1Y | +57.7% | +38.1% | +19.6% | +43.0% |
| 3Y | +213.4% | +257.2% | -43.8% | +110.9% |
| 5Y | +49.1% | +165.1% | -116.0% | +4.1% |
| All | +92.6% | +1,131.4% | -1,038.8% | -17.8% |
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