+291.1%
P vs WSM
+189.5%
+101.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +7.8% | +2.6% | +5.3% | +7.0% |
| 30D | +12.3% | -9.5% | +21.8% | +16.0% |
| 3M | +37.1% | +12.9% | +24.2% | +31.0% |
| 6M | +66.1% | +23.0% | +43.0% | +53.1% |
| YTD | +50.9% | +28.9% | +22.0% | +37.3% |
| 1Y | +27.2% | +13.7% | +13.6% | +20.3% |
| 3Y | +158.7% | +232.6% | -73.9% | +63.6% |
| 5Y | +291.1% | +185.9% | +105.3% | +147.6% |
| All | +291.1% | +189.5% | +101.6% | +147.6% |
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