+52.5%
NDAQ vs WSM
+182.5%
-130.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -1.6% | +2.6% | -4.2% | -2.0% |
| 30D | -1.5% | -9.3% | +7.8% | +0.1% |
| 3M | +8.0% | +7.1% | +1.0% | +6.5% |
| 6M | +7.7% | +21.7% | -14.0% | +3.7% |
| YTD | -2.3% | +28.7% | -31.1% | -7.1% |
| 1Y | +0.6% | +13.9% | -13.3% | -2.5% |
| 3Y | +90.9% | +232.2% | -141.2% | +42.9% |
| 5Y | +52.5% | +176.4% | -123.9% | +15.0% |
| All | +52.5% | +182.5% | -130.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling