+256.3%
P vs WSM
+184.9%
+71.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +5.3% |
| 7D | -9.6% | +0.9% | -10.5% | -9.8% |
| 30D | -33.4% | +8.6% | -42.0% | -35.4% |
| 3M | +14.2% | +4.2% | +10.0% | +12.1% |
| 6M | +31.6% | +44.6% | -13.0% | +14.7% |
| YTD | +53.5% | +48.5% | +5.0% | +32.6% |
| 1Y | +14.2% | +34.7% | -20.5% | +1.9% |
| 3Y | +190.5% | +271.0% | -80.5% | +76.5% |
| 5Y | +256.3% | +180.9% | +75.4% | +132.8% |
| All | +256.3% | +184.9% | +71.4% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling