+3,324.5%
HAS vs WSM
+34,755.7%
-31,431.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | -1.8% | -3.3% | +1.5% | -1.3% |
| 30D | +2.3% | -8.4% | +10.7% | +3.8% |
| 3M | +10.4% | +9.7% | +0.7% | +8.4% |
| 6M | -3.2% | +16.7% | -19.9% | -6.1% |
| YTD | +15.4% | +28.7% | -13.3% | +10.0% |
| 1Y | +18.8% | +13.7% | +5.1% | +15.5% |
| 3Y | +43.9% | +230.1% | -186.2% | +14.2% |
| 5Y | +13.9% | +179.0% | -165.1% | -9.0% |
| 10Y | +56.4% | +1,002.5% | -946.1% | -4.4% |
| All | +3,324.5% | +34,755.7% | -31,431.2% | +1,038.1% |
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 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