+471.2%
M vs WSM
+46,906.0%
-46,434.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -3.3% | -3.0% | -0.3% | -2.1% |
| 30D | +8.1% | +10.1% | -2.0% | +4.7% |
| 3M | +2.2% | +4.9% | -2.7% | +0.7% |
| 6M | +35.1% | +49.8% | -14.7% | +17.4% |
| YTD | +15.8% | +48.7% | -32.9% | +0.7% |
| 1Y | +25.8% | +38.7% | -12.9% | +12.2% |
| 3Y | +156.2% | +269.5% | -113.3% | +54.7% |
| 5Y | -2.4% | +179.0% | -181.3% | -34.6% |
| 10Y | -7.1% | +1,162.3% | -1,169.4% | -62.9% |
| All | +471.2% | +46,906.0% | -46,434.9% | +4.2% |
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