-70.8%
OPEN vs WSM
+495.7%
-566.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.8% |
| 7D | -4.3% | -3.3% | -1.0% | -2.0% |
| 30D | -16.2% | -8.4% | -7.8% | -11.0% |
| 3M | -36.4% | +9.7% | -46.0% | -40.7% |
| 6M | -35.5% | +16.7% | -52.1% | -42.8% |
| YTD | -46.0% | +28.7% | -74.6% | -55.1% |
| 1Y | -47.1% | +13.7% | -60.8% | -52.3% |
| 3Y | -19.0% | +230.1% | -249.1% | -67.9% |
| 5Y | -83.6% | +179.0% | -262.5% | -93.1% |
| All | -70.8% | +495.7% | -566.5% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling