+337.2%
IR vs WSM
+1,110.5%
-773.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.7% |
| 7D | +4.3% | -3.2% | +7.4% | +5.3% |
| 30D | +8.1% | +4.6% | +3.4% | +6.3% |
| 3M | +0.7% | +2.4% | -1.7% | -0.4% |
| 6M | +16.6% | +43.7% | -27.1% | +3.7% |
| YTD | +7.8% | +42.1% | -34.3% | -3.6% |
| 1Y | +9.9% | +32.3% | -22.3% | +0.3% |
| 3Y | +25.2% | +253.0% | -227.8% | -18.5% |
| 5Y | +46.8% | +161.3% | -114.5% | 0.0% |
| All | +337.2% | +1,110.5% | -773.2% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling