+189.2%
HAS vs WSM
+245.0%
-55.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +31.0% | +6.0% | +25.1% | +28.9% |
| 3M | +30.7% | +3.2% | +27.4% | +29.3% |
| 6M | +23.9% | +37.1% | -13.2% | +13.0% |
| YTD | +48.3% | +44.2% | +4.1% | +33.1% |
| 1Y | +60.2% | +34.2% | +26.0% | +46.4% |
| 3Y | +189.2% | +249.3% | -60.0% | +92.1% |
| All | +189.2% | +245.0% | -55.8% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling