-48.8%
IT vs WSM
+230.1%
-278.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.1% | +5.1% |
| 7D | -3.7% | -0.5% | -3.1% | -3.6% |
| 30D | +0.1% | -7.7% | +7.8% | +1.4% |
| 3M | +20.7% | +3.8% | +16.9% | +20.2% |
| 6M | +12.0% | +22.7% | -10.7% | +8.4% |
| YTD | -28.8% | +28.0% | -56.8% | -31.6% |
| 1Y | -25.5% | +12.7% | -38.2% | -27.2% |
| 3Y | -48.8% | +231.3% | -280.0% | -57.2% |
| All | -48.8% | +230.1% | -278.8% | -57.2% |
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 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