+216.8%
LUNR vs WSM
+230.1%
-13.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.3% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -15.3% | -7.7% | -7.6% | -12.4% |
| 3M | -53.2% | +3.8% | -56.9% | -54.2% |
| 6M | -22.2% | +22.7% | -44.9% | -29.3% |
| YTD | -11.6% | +28.0% | -39.6% | -21.3% |
| 1Y | +68.4% | +12.7% | +55.7% | +57.8% |
| 3Y | +216.8% | +231.3% | -14.5% | +159.5% |
| All | +216.8% | +230.1% | -13.3% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling