+28.2%
M vs WSM
+189.5%
-161.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +2.4% | +2.6% | -0.2% | +0.8% |
| 30D | -11.6% | -9.5% | -2.1% | -6.2% |
| 3M | +1.6% | +12.9% | -11.3% | -5.6% |
| 6M | +25.2% | +23.0% | +2.2% | +10.3% |
| YTD | +3.8% | +28.9% | -25.2% | -11.4% |
| 1Y | +36.3% | +13.7% | +22.7% | +25.2% |
| 3Y | +116.3% | +232.6% | -116.3% | -20.8% |
| 5Y | +28.2% | +185.9% | -157.7% | -44.6% |
| All | +28.2% | +189.5% | -161.3% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling