-45.6%
IT vs WSM
+171.2%
-216.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -12.7% | +0.4% | -13.1% | -12.8% |
| 30D | -8.9% | -10.7% | +1.8% | -6.6% |
| 3M | +10.1% | +8.5% | +1.7% | +8.2% |
| 6M | +7.3% | +19.6% | -12.4% | +2.8% |
| YTD | -32.4% | +26.6% | -59.0% | -36.2% |
| 1Y | -26.6% | +12.0% | -38.6% | -29.0% |
| 3Y | -51.8% | +226.6% | -278.5% | -66.5% |
| 5Y | -45.6% | +174.1% | -219.7% | -62.4% |
| All | -45.6% | +171.2% | -216.8% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling