+425.3%
M vs WSM
+40,565.0%
-40,139.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.8% |
| 7D | +4.7% | -3.3% | +8.0% | +5.9% |
| 30D | -9.6% | -8.4% | -1.3% | -6.8% |
| 3M | +0.9% | +9.7% | -8.8% | -2.4% |
| 6M | +22.3% | +16.7% | +5.6% | +15.8% |
| YTD | +6.5% | +28.7% | -22.2% | -2.7% |
| 1Y | +38.8% | +13.7% | +25.1% | +32.5% |
| 3Y | +115.9% | +230.1% | -114.2% | +34.8% |
| 5Y | +28.6% | +179.0% | -150.3% | -13.5% |
| 10Y | -2.5% | +1,002.5% | -1,005.1% | -59.3% |
| All | +425.3% | +40,565.0% | -40,139.7% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling