-39.9%
LUMN vs WSM
+175.3%
-215.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +10.3% | -7.7% | +18.1% | +13.7% |
| 3M | -18.3% | +3.8% | -22.0% | -19.7% |
| 6M | +4.4% | +22.7% | -18.3% | -4.5% |
| YTD | -10.7% | +28.0% | -38.7% | -19.2% |
| 1Y | +14.0% | +12.7% | +1.2% | +7.9% |
| 3Y | +406.6% | +231.3% | +175.3% | +212.2% |
| All | -39.9% | +175.3% | -215.2% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling