+155.2%
LUMN vs WSM
+34,573.3%
-34,418.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +10.3% | -7.7% | +18.1% | +11.9% |
| 3M | -18.3% | +3.8% | -22.0% | -18.9% |
| 6M | +4.4% | +22.7% | -18.3% | +0.4% |
| YTD | -10.7% | +28.0% | -38.7% | -14.6% |
| 1Y | +14.0% | +12.7% | +1.2% | +11.4% |
| 3Y | +406.6% | +231.3% | +175.3% | +306.8% |
| 5Y | -36.8% | +177.2% | -214.0% | -48.6% |
| 10Y | -56.2% | +1,065.8% | -1,121.9% | -72.2% |
| All | +155.2% | +34,573.3% | -34,418.1% | -4.4% |
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 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