+164.3%
INTC vs WSM
+226.4%
-62.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.1% |
| 7D | +9.4% | +0.4% | +9.0% | +9.3% |
| 30D | +2.7% | -10.7% | +13.4% | +6.3% |
| 3M | -6.3% | +8.5% | -14.8% | -8.8% |
| 6M | +114.5% | +19.6% | +94.8% | +101.7% |
| YTD | +171.9% | +26.6% | +145.3% | +152.2% |
| 1Y | +305.0% | +12.0% | +293.1% | +288.3% |
| All | +164.3% | +226.4% | -62.1% | +90.1% |
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