+215.2%
PODD vs WSM
+1,071.8%
-856.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -10.5% | -0.5% | -10.0% | -10.4% |
| 30D | -9.0% | -7.7% | -1.3% | -7.4% |
| 3M | -11.5% | +3.8% | -15.3% | -12.4% |
| 6M | -44.7% | +22.7% | -67.4% | -47.5% |
| YTD | -53.6% | +28.0% | -81.6% | -56.5% |
| 1Y | -61.0% | +12.7% | -73.7% | -62.4% |
| 3Y | -24.7% | +231.3% | -256.0% | -47.3% |
| 5Y | -55.5% | +177.2% | -232.7% | -68.6% |
| All | +215.2% | +1,071.8% | -856.5% | +35.5% |
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