+50.7%
O vs WSM
+1,071.8%
-1,021.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -2.9% | -0.5% | -2.3% | -2.8% |
| 30D | -4.5% | -7.7% | +3.2% | -3.2% |
| 3M | -2.6% | +3.8% | -6.4% | -3.5% |
| 6M | -5.6% | +22.7% | -28.3% | -9.5% |
| YTD | +9.3% | +28.0% | -18.7% | +3.7% |
| 1Y | +4.3% | +12.7% | -8.4% | +1.0% |
| 3Y | +27.4% | +231.3% | -203.8% | -6.8% |
| 5Y | +17.1% | +177.2% | -160.1% | -14.3% |
| All | +50.7% | +1,071.8% | -1,021.0% | -32.4% |
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