-33.9%
INTU vs WSM
+271.7%
-305.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.9% | -3.0% | -1.0% | -3.7% |
| 30D | +12.0% | +10.1% | +1.9% | +11.0% |
| 3M | +2.3% | +4.9% | -2.6% | +1.8% |
| 6M | -12.1% | +49.8% | -61.9% | -15.4% |
| YTD | -47.5% | +48.7% | -96.3% | -49.7% |
| 1Y | -46.9% | +38.7% | -85.6% | -48.6% |
| All | -33.9% | +271.7% | -305.6% | -45.5% |
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