+696.9%
P vs WSM
+997.3%
-300.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +5.0% | +2.6% | +2.4% | +4.0% |
| 30D | -0.9% | -9.3% | +8.4% | +2.8% |
| 3M | +38.7% | +7.1% | +31.6% | +34.4% |
| 6M | +54.4% | +21.7% | +32.7% | +41.1% |
| YTD | +44.8% | +28.7% | +16.1% | +29.6% |
| 1Y | +22.5% | +13.9% | +8.7% | +14.5% |
| 3Y | +148.2% | +232.2% | -83.9% | +41.4% |
| 5Y | +268.9% | +176.4% | +92.5% | +114.0% |
| 10Y | +696.9% | +1,072.4% | -375.5% | +121.4% |
| All | +696.9% | +997.3% | -300.4% | +121.4% |
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