+140.5%
IBM vs WSM
+1,078.4%
-938.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +3.6% | +2.6% | +0.9% | +3.1% |
| 30D | +1.5% | -9.3% | +10.8% | +3.3% |
| 3M | -12.9% | +7.1% | -20.0% | -14.2% |
| 6M | -3.9% | +21.7% | -25.6% | -7.6% |
| YTD | -17.3% | +28.7% | -46.1% | -21.2% |
| 1Y | -5.0% | +13.9% | -18.9% | -7.7% |
| 3Y | +78.2% | +232.2% | -154.0% | +38.3% |
| 5Y | +120.6% | +176.4% | -55.8% | +71.3% |
| All | +140.5% | +1,078.4% | -938.0% | +28.8% |
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