+5,589.7%
IT vs WSM
+27,636.7%
-22,047.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.5% |
| 7D | -9.1% | +2.6% | -11.7% | -9.7% |
| 30D | -7.0% | -9.5% | +2.5% | -5.0% |
| 3M | +7.6% | +12.9% | -5.3% | +4.7% |
| 6M | +2.1% | +23.0% | -20.9% | -2.8% |
| YTD | -31.6% | +28.9% | -60.5% | -35.8% |
| 1Y | -29.9% | +13.7% | -43.6% | -32.5% |
| 3Y | -51.3% | +232.6% | -283.9% | -64.7% |
| 5Y | -44.8% | +185.9% | -230.6% | -59.8% |
| 10Y | +91.4% | +998.6% | -907.2% | -3.9% |
| All | +5,589.7% | +27,636.7% | -22,047.0% | +1,339.4% |
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 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