+655.3%
P vs WSM
+1,181.2%
-525.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -4.7% | -3.0% | -1.8% | -3.4% |
| 30D | -31.4% | +10.1% | -41.5% | -34.2% |
| 3M | -2.6% | +4.9% | -7.5% | -5.0% |
| 6M | +21.9% | +49.8% | -27.8% | +2.8% |
| YTD | +58.9% | +48.7% | +10.2% | +33.9% |
| 1Y | +21.7% | +38.7% | -17.0% | +5.2% |
| 3Y | +193.3% | +269.5% | -76.2% | +61.2% |
| 5Y | +275.1% | +179.0% | +96.1% | +118.9% |
| 10Y | +655.3% | +1,162.3% | -507.0% | +111.2% |
| All | +655.3% | +1,181.2% | -525.9% | +111.2% |
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 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