+236.7%
INTU vs WSM
+1,131.4%
-894.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.1% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | +10.1% | +5.1% | +5.0% | +8.7% |
| 3M | -4.2% | +5.1% | -9.3% | -5.4% |
| 6M | -7.2% | +48.6% | -55.8% | -16.7% |
| YTD | -47.7% | +44.2% | -91.9% | -53.1% |
| 1Y | -46.7% | +38.1% | -84.8% | -51.7% |
| 3Y | -34.1% | +257.2% | -291.3% | -57.2% |
| 5Y | -43.3% | +165.1% | -208.4% | -61.8% |
| All | +236.7% | +1,131.4% | -894.6% | +41.9% |
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