+38.8%
M vs WSM
+19.9%
+18.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.2% |
| 7D | +4.7% | -3.3% | +8.0% | +7.0% |
| 30D | -9.6% | -8.4% | -1.3% | -4.2% |
| 3M | +0.9% | +9.7% | -8.8% | -5.0% |
| 6M | +22.3% | +16.7% | +5.6% | +10.4% |
| YTD | +6.5% | +28.7% | -22.2% | -10.8% |
| 1Y | +38.8% | +13.7% | +25.1% | +22.3% |
| All | +38.8% | +19.9% | +18.9% | +22.3% |
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