+36.2%
LUMN vs WSM
+19.9%
+16.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -3.2% |
| 7D | +12.1% | -3.3% | +15.3% | +14.0% |
| 30D | +11.3% | -8.4% | +19.7% | +16.8% |
| 3M | -31.6% | +9.7% | -41.3% | -35.6% |
| 6M | -2.7% | +16.7% | -19.4% | -12.2% |
| YTD | -12.9% | +28.7% | -41.6% | -22.3% |
| 1Y | +36.2% | +13.7% | +22.6% | +25.7% |
| All | +36.2% | +19.9% | +16.4% | +25.7% |
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 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