+38.1%
Q vs WSM
+34.6%
+3.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -2.7% | +5.1% | -7.8% | -5.9% |
| 3M | -16.9% | +5.1% | -22.0% | -19.9% |
| 6M | -26.9% | +48.6% | -75.5% | -45.4% |
| YTD | +45.2% | +44.2% | +1.0% | +12.6% |
| 1Y | +38.1% | +38.1% | +0.1% | +9.0% |
| All | +38.1% | +34.6% | +3.5% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling