+506.3%
NOW vs WSM
+1,226.6%
-720.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | -8.7% | +3.1% | -11.8% | -9.5% |
| 30D | -29.3% | +8.5% | -37.8% | -31.0% |
| 3M | -21.8% | +4.6% | -26.4% | -23.1% |
| 6M | +9.2% | +44.5% | -35.3% | -1.6% |
| YTD | -35.0% | +48.4% | -83.4% | -42.2% |
| 1Y | -42.5% | +36.2% | -78.7% | -47.8% |
| 3Y | -21.5% | +268.8% | -290.3% | -48.6% |
| 5Y | -25.8% | +185.2% | -211.0% | -50.1% |
| 10Y | +506.3% | +1,175.8% | -669.5% | +176.5% |
| All | +506.3% | +1,226.6% | -720.3% | +176.5% |
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