+291.3%
IR vs WSM
+996.2%
-704.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.6% |
| 7D | -2.8% | -3.3% | +0.4% | -1.8% |
| 30D | -15.1% | -8.4% | -6.7% | -12.8% |
| 3M | +6.1% | +9.7% | -3.6% | +3.1% |
| 6M | -16.8% | +16.7% | -33.5% | -20.7% |
| YTD | -3.5% | +28.7% | -32.2% | -10.7% |
| 1Y | -3.5% | +13.7% | -17.1% | -7.6% |
| 3Y | +9.5% | +230.1% | -220.6% | -27.3% |
| 5Y | +45.1% | +179.0% | -133.9% | -2.8% |
| All | +291.3% | +996.2% | -704.9% | +55.3% |
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