+1,449.6%
NET vs WSM
+677.7%
+771.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.8% |
| 7D | -7.0% | -3.3% | -3.7% | -5.8% |
| 30D | -4.8% | -8.4% | +3.6% | -1.4% |
| 3M | +3.8% | +9.7% | -5.8% | -0.2% |
| 6M | +50.0% | +16.7% | +33.4% | +40.2% |
| YTD | +41.5% | +28.7% | +12.8% | +26.7% |
| 1Y | +32.8% | +13.7% | +19.2% | +24.2% |
| 3Y | +335.9% | +230.1% | +105.8% | +136.7% |
| 5Y | +113.8% | +179.0% | -65.1% | +19.4% |
| All | +1,449.6% | +677.7% | +771.8% | +683.1% |
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