+485.4%
P vs WSM
+644.9%
-159.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.6% |
| 7D | +6.5% | -3.3% | +9.8% | +7.8% |
| 30D | +18.8% | -8.4% | +27.2% | +22.7% |
| 3M | +26.7% | +9.7% | +17.1% | +21.7% |
| 6M | +62.2% | +16.7% | +45.5% | +51.0% |
| YTD | +48.5% | +28.7% | +19.8% | +33.4% |
| 1Y | +26.4% | +13.7% | +12.7% | +18.5% |
| 3Y | +159.4% | +230.1% | -70.7% | +51.8% |
| 5Y | +275.8% | +179.0% | +96.8% | +122.4% |
| 10Y | +732.0% | +1,002.5% | -270.5% | +159.4% |
| All | +485.4% | +644.9% | -159.6% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling