+75.9%
LUNR vs WSM
+19.9%
+56.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | -0.3% |
| 7D | -3.6% | -3.3% | -0.4% | -2.0% |
| 30D | +5.9% | -8.4% | +14.2% | +10.5% |
| 3M | -56.0% | +9.7% | -65.6% | -58.5% |
| 6M | -20.5% | +16.7% | -37.1% | -28.1% |
| YTD | -8.7% | +28.7% | -37.4% | -23.8% |
| 1Y | +75.9% | +13.7% | +62.2% | +54.2% |
| All | +75.9% | +19.9% | +56.0% | +54.2% |
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 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