+154.5%
M vs WSM
+264.9%
-110.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.0% | +5.1% | +6.8% |
| 7D | +2.5% | +0.9% | +1.7% | +2.4% |
| 30D | +10.1% | +8.6% | +1.5% | +6.5% |
| 3M | -0.9% | +4.2% | -5.2% | -2.5% |
| 6M | +30.2% | +44.6% | -14.5% | +11.8% |
| YTD | +16.3% | +48.5% | -32.2% | -1.2% |
| 1Y | +27.0% | +34.7% | -7.7% | +12.0% |
| 3Y | +154.5% | +271.0% | -116.6% | -5.5% |
| All | +154.5% | +264.9% | -110.4% | -5.5% |
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 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