+116.3%
M vs WSM
+239.4%
-123.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +2.4% | +2.6% | -0.2% | +1.3% |
| 30D | -11.6% | -9.5% | -2.1% | -7.9% |
| 3M | +1.6% | +12.9% | -11.3% | -3.2% |
| 6M | +25.2% | +23.0% | +2.2% | +15.2% |
| YTD | +3.8% | +28.9% | -25.2% | -6.2% |
| 1Y | +36.3% | +13.7% | +22.7% | +28.9% |
| 3Y | +116.3% | +232.6% | -116.3% | +26.8% |
| All | +116.3% | +239.4% | -123.1% | +26.8% |
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