-55.1%
LUMN vs WSM
+34.5%
-89.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.1% | +9.1% |
| 7D | -0.8% | +3.1% | -3.9% | -2.4% |
| 30D | -10.8% | +8.5% | -19.3% | -15.0% |
| 3M | -29.1% | +4.6% | -33.7% | -30.9% |
| 6M | -44.5% | +44.5% | -89.0% | -56.9% |
| YTD | -39.4% | +48.4% | -87.8% | -50.7% |
| 1Y | -55.1% | +36.2% | -91.3% | -62.4% |
| All | -55.1% | +34.5% | -89.6% | -62.4% |
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