+1,381.0%
NET vs WSM
+826.4%
+554.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.0% | -5.1% |
| 7D | -16.4% | +8.0% | -24.4% | -19.0% |
| 30D | -25.8% | +13.5% | -39.3% | -29.8% |
| 3M | -11.5% | +8.8% | -20.4% | -14.9% |
| 6M | +18.9% | +54.7% | -35.8% | -0.8% |
| YTD | +35.2% | +53.3% | -18.1% | +12.4% |
| 1Y | +14.5% | +41.1% | -26.7% | -1.9% |
| 3Y | +313.8% | +266.1% | +47.7% | +115.9% |
| 5Y | +32.6% | +186.1% | -153.5% | -29.9% |
| All | +1,381.0% | +826.4% | +554.6% | +595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling