-21.3%
IT vs WSM
+19.9%
-41.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -5.1% |
| 7D | -6.0% | -3.3% | -2.8% | -5.3% |
| 30D | 0.0% | -8.4% | +8.4% | +2.2% |
| 3M | +13.1% | +9.7% | +3.4% | +12.0% |
| 6M | +11.7% | +16.7% | -5.0% | +9.1% |
| YTD | -26.1% | +28.7% | -54.8% | -29.0% |
| 1Y | -21.3% | +13.7% | -34.9% | -23.2% |
| All | -21.3% | +19.9% | -41.1% | -23.2% |
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