+363.0%
NDAQ vs WSM
+1,071.8%
-708.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -5.6% | -0.5% | -5.0% | -5.5% |
| 30D | -4.4% | -7.7% | +3.4% | -3.0% |
| 3M | +5.9% | +3.8% | +2.1% | +4.9% |
| 6M | +7.7% | +22.7% | -14.9% | +3.3% |
| YTD | -5.2% | +28.0% | -33.2% | -9.9% |
| 1Y | -3.4% | +12.7% | -16.1% | -6.3% |
| 3Y | +85.6% | +231.3% | -145.7% | +40.3% |
| 5Y | +49.5% | +177.2% | -127.7% | +13.3% |
| All | +363.0% | +1,071.8% | -708.7% | +149.5% |
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 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