-53.6%
IT vs WSM
+260.3%
-313.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -1.8% | +5.1% | -6.9% | -2.6% |
| 3M | +4.8% | +5.1% | -0.3% | +4.0% |
| 6M | +33.0% | +48.6% | -15.6% | +24.9% |
| YTD | -23.8% | +44.2% | -68.0% | -28.2% |
| 1Y | -16.5% | +38.1% | -54.6% | -20.8% |
| 3Y | -53.6% | +257.2% | -310.9% | -60.0% |
| All | -53.6% | +260.3% | -313.9% | -60.0% |
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