+503.8%
LDOS vs WSM
+2,486.0%
-1,982.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -1.3% | -3.0% | +1.6% | -0.9% |
| 30D | +10.1% | +10.1% | 0.0% | +8.5% |
| 3M | -4.7% | +4.9% | -9.6% | -5.4% |
| 6M | +5.6% | +49.8% | -44.2% | -0.7% |
| YTD | -25.1% | +48.7% | -73.8% | -29.7% |
| 1Y | -31.7% | +38.7% | -70.4% | -35.2% |
| 3Y | +33.7% | +269.5% | -235.8% | +6.8% |
| 5Y | +54.4% | +179.0% | -124.6% | +25.0% |
| 10Y | +236.4% | +1,162.3% | -925.9% | +103.6% |
| All | +503.8% | +2,486.0% | -1,982.2% | +217.8% |
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