-46.7%
INTU vs WSM
+34.6%
-81.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +10.1% | +5.1% | +5.0% | +10.7% |
| 3M | -4.2% | +5.1% | -9.3% | -3.8% |
| 6M | -7.2% | +48.6% | -55.8% | +1.4% |
| YTD | -47.7% | +44.2% | -91.9% | -42.4% |
| 1Y | -46.7% | +38.1% | -84.8% | -40.7% |
| All | -46.7% | +34.6% | -81.3% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling