+205.1%
NBIX vs WSM
+1,071.8%
-866.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -0.2% | -7.7% | +7.5% | +1.4% |
| 3M | -4.0% | +3.8% | -7.8% | -4.8% |
| 6M | +20.6% | +22.7% | -2.1% | +15.4% |
| YTD | +10.1% | +28.0% | -17.9% | +4.3% |
| 1Y | +8.8% | +12.7% | -3.9% | +5.4% |
| 3Y | +42.5% | +231.3% | -188.8% | +7.1% |
| 5Y | +61.5% | +177.2% | -115.7% | +21.0% |
| All | +205.1% | +1,071.8% | -866.6% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling