+24.9%
M vs WSM
+12.3%
+12.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -3.6% |
| 7D | -8.8% | +0.4% | -9.2% | -9.0% |
| 30D | -16.4% | -10.7% | -5.7% | -9.8% |
| 3M | -10.8% | +8.5% | -19.3% | -15.1% |
| 6M | +16.1% | +19.6% | -3.5% | +3.2% |
| YTD | -5.3% | +26.6% | -31.9% | -19.8% |
| 1Y | +24.9% | +12.0% | +12.9% | +11.5% |
| All | +24.9% | +12.3% | +12.6% | +11.5% |
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 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