+34,839.7%
LOW vs WSM
+34,818.5%
+21.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.4% | +2.6% | -2.2% | -0.4% |
| 30D | -10.1% | -9.5% | -0.6% | -7.5% |
| 3M | -2.9% | +12.9% | -15.7% | -6.2% |
| 6M | -19.4% | +23.0% | -42.4% | -24.1% |
| YTD | -15.4% | +28.9% | -44.4% | -21.6% |
| 1Y | -24.9% | +13.7% | -38.6% | -28.1% |
| 3Y | -7.8% | +232.6% | -240.4% | -38.0% |
| 5Y | +8.4% | +185.9% | -177.5% | -26.3% |
| 10Y | +226.8% | +998.6% | -771.8% | +43.2% |
| All | +34,839.7% | +34,818.5% | +21.2% | +6,320.8% |
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