+210.2%
INTU vs WSM
+1,078.4%
-868.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -8.5% | +2.6% | -11.1% | -9.0% |
| 30D | -6.1% | -9.3% | +3.2% | -4.0% |
| 3M | +7.3% | +7.1% | +0.2% | +5.3% |
| 6M | -33.2% | +21.7% | -54.9% | -37.1% |
| YTD | -52.2% | +28.7% | -80.9% | -55.9% |
| 1Y | -52.7% | +13.9% | -66.5% | -55.1% |
| 3Y | -41.6% | +232.2% | -273.8% | -61.6% |
| 5Y | -42.6% | +176.4% | -219.0% | -61.7% |
| All | +210.2% | +1,078.4% | -868.2% | +33.8% |
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