+11,511.2%
LMT vs WSM
+34,818.5%
-23,307.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -1.5% | +2.6% | -4.1% | -1.7% |
| 30D | -8.2% | -9.5% | +1.3% | -7.5% |
| 3M | +3.7% | +12.9% | -9.2% | +2.6% |
| 6M | -19.2% | +23.0% | -42.2% | -20.7% |
| YTD | +12.9% | +28.9% | -16.1% | +10.2% |
| 1Y | +19.8% | +13.7% | +6.1% | +18.0% |
| 3Y | +37.3% | +232.6% | -195.3% | +20.7% |
| 5Y | +74.4% | +185.9% | -111.5% | +52.5% |
| 10Y | +188.9% | +998.6% | -809.7% | +117.3% |
| All | +11,511.2% | +34,818.5% | -23,307.3% | +6,335.2% |
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 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