+2,347.1%
INFY vs WSM
+3,738.0%
-1,391.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -9.8% | +0.4% | -10.2% | -9.9% |
| 30D | -13.4% | -10.7% | -2.7% | -11.2% |
| 3M | -7.2% | +8.5% | -15.7% | -9.1% |
| 6M | -20.6% | +19.6% | -40.2% | -24.2% |
| YTD | -37.5% | +26.6% | -64.1% | -41.1% |
| 1Y | -33.4% | +12.0% | -45.3% | -35.6% |
| 3Y | -32.4% | +226.6% | -259.1% | -51.4% |
| 5Y | -45.5% | +174.1% | -219.6% | -60.7% |
| 10Y | +79.7% | +1,052.9% | -973.3% | -16.7% |
| All | +2,347.1% | +3,738.0% | -1,391.0% | +585.2% |
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