+116.8%
NDAQ vs WSM
+260.3%
-143.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.2% |
| 3M | +11.5% | +5.1% | +6.4% | +10.8% |
| 6M | +21.1% | +48.6% | -27.5% | +15.1% |
| YTD | +12.8% | +44.2% | -31.4% | +7.5% |
| 1Y | +25.7% | +38.1% | -12.4% | +20.4% |
| 3Y | +116.8% | +257.2% | -140.4% | +83.0% |
| All | +116.8% | +260.3% | -143.5% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling