+227.5%
LOW vs WSM
+1,071.8%
-844.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -8.9% | -7.7% | -1.1% | -6.2% |
| 3M | -10.4% | +3.8% | -14.2% | -11.6% |
| 6M | -19.4% | +22.7% | -42.1% | -25.3% |
| YTD | -17.1% | +28.0% | -45.1% | -24.6% |
| 1Y | -26.3% | +12.7% | -39.0% | -30.1% |
| 3Y | -9.9% | +231.3% | -241.2% | -46.9% |
| 5Y | +6.1% | +177.2% | -171.1% | -36.4% |
| All | +227.5% | +1,071.8% | -844.2% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling