+12.9%
HAS vs WSM
+179.2%
-166.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | -1.8% | -3.3% | +1.5% | -0.9% |
| 30D | +2.3% | -8.4% | +10.7% | +4.8% |
| 3M | +10.4% | +9.7% | +0.7% | +7.1% |
| 6M | -3.2% | +16.7% | -19.9% | -8.1% |
| YTD | +15.4% | +28.7% | -13.3% | +6.4% |
| 1Y | +18.8% | +13.7% | +5.1% | +13.1% |
| 3Y | +43.9% | +230.1% | -186.2% | -3.9% |
| All | +12.9% | +179.2% | -166.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling