-72.2%
OPEN vs WSM
+495.9%
-568.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -2.9% | +2.6% | -5.5% | -4.7% |
| 30D | -13.8% | -9.3% | -4.5% | -7.8% |
| 3M | -30.9% | +7.1% | -38.0% | -34.5% |
| 6M | -40.9% | +21.7% | -62.7% | -49.1% |
| YTD | -48.5% | +28.7% | -77.3% | -57.3% |
| 1Y | -50.9% | +13.9% | -64.8% | -55.7% |
| 3Y | -20.6% | +232.2% | -252.8% | -68.7% |
| 5Y | -84.2% | +176.4% | -260.6% | -93.3% |
| All | -72.2% | +495.9% | -568.2% | -89.9% |
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