+28.7%
O vs WSM
+232.0%
-203.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.3% | +2.6% | -4.9% | -2.4% |
| 30D | -2.4% | -9.3% | +6.8% | -1.9% |
| 3M | -0.6% | +7.1% | -7.7% | -1.0% |
| 6M | -5.0% | +21.7% | -26.7% | -6.1% |
| YTD | +10.4% | +28.7% | -18.4% | +8.6% |
| 1Y | +6.6% | +13.9% | -7.3% | +5.4% |
| All | +28.7% | +232.0% | -203.2% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling