+632.8%
LYB vs WSM
+2,062.5%
-1,429.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +2.5% | -7.7% | +10.2% | +5.0% |
| 3M | +1.4% | +3.8% | -2.4% | -0.5% |
| 6M | -3.5% | +22.7% | -26.2% | -11.7% |
| YTD | +52.0% | +28.0% | +24.0% | +36.7% |
| 1Y | +22.1% | +12.7% | +9.3% | +14.2% |
| 3Y | -22.8% | +231.3% | -254.0% | -53.4% |
| 5Y | -3.4% | +177.2% | -180.5% | -41.9% |
| 10Y | +47.4% | +1,065.8% | -1,018.4% | -57.6% |
| All | +632.8% | +2,062.5% | -1,429.6% | +38.2% |
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 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