+652.6%
P vs WSM
+1,226.6%
-574.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -13.3% | +3.1% | -16.4% | -14.3% |
| 30D | -34.0% | +8.5% | -42.5% | -36.3% |
| 3M | +4.1% | +4.6% | -0.5% | +1.7% |
| 6M | +30.5% | +44.5% | -14.1% | +11.4% |
| YTD | +52.2% | +48.4% | +3.7% | +28.3% |
| 1Y | +10.3% | +36.2% | -25.9% | -4.0% |
| 3Y | +180.9% | +268.8% | -87.9% | +54.4% |
| 5Y | +259.7% | +185.2% | +74.5% | +107.8% |
| 10Y | +652.6% | +1,175.8% | -523.2% | +108.7% |
| All | +652.6% | +1,226.6% | -574.0% | +108.7% |
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