+54.8%
LUNR vs WSM
+124.4%
-69.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | +0.5% | +2.6% | -2.1% | -0.2% |
| 30D | -5.3% | -9.3% | +4.0% | -2.7% |
| 3M | -45.6% | +7.1% | -52.7% | -46.8% |
| 6M | -17.4% | +21.7% | -39.1% | -22.3% |
| YTD | -7.9% | +28.7% | -36.7% | -14.7% |
| 1Y | +77.6% | +13.9% | +63.8% | +69.9% |
| 3Y | +247.4% | +232.2% | +15.3% | +195.8% |
| All | +54.8% | +124.4% | -69.6% | +32.5% |
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 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