+25.9%
LMT vs WSM
+44.0%
-18.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.5% | -13.3% | -7.2% |
| 7D | -5.5% | +8.0% | -13.5% | -6.0% |
| 30D | +17.5% | +13.5% | +4.0% | +16.4% |
| 3M | +1.6% | +8.8% | -7.3% | +1.0% |
| 6M | +16.3% | +54.7% | -38.4% | +11.6% |
| YTD | +25.3% | +53.3% | -28.0% | +20.1% |
| 1Y | +25.9% | +41.1% | -15.2% | +18.9% |
| All | +25.9% | +44.0% | -18.1% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling