+18.3%
O vs WSM
+175.8%
-157.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.3% | +2.6% | -4.9% | -2.5% |
| 30D | -2.4% | -9.3% | +6.8% | -1.6% |
| 3M | -0.6% | +7.1% | -7.7% | -1.3% |
| 6M | -5.0% | +21.7% | -26.7% | -7.0% |
| YTD | +10.4% | +28.7% | -18.4% | +7.4% |
| 1Y | +6.6% | +13.9% | -7.3% | +4.7% |
| 3Y | +28.4% | +232.2% | -203.8% | +7.1% |
| All | +18.3% | +175.8% | -157.5% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling