+488.5%
NDAQ vs WSM
+1,131.4%
-642.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.4% |
| 7D | +1.3% | 0.0% | +1.3% | +1.2% |
| 30D | +18.0% | +5.1% | +12.9% | +16.9% |
| 3M | +11.5% | +5.1% | +6.4% | +10.4% |
| 6M | +21.1% | +48.6% | -27.5% | +12.2% |
| YTD | +12.8% | +44.2% | -31.4% | +4.8% |
| 1Y | +25.7% | +38.1% | -12.4% | +17.6% |
| 3Y | +116.8% | +257.2% | -140.4% | +62.2% |
| 5Y | +67.3% | +165.1% | -97.8% | +28.1% |
| All | +488.5% | +1,131.4% | -642.9% | +220.5% |
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