+49.0%
REGN vs WSM
+44.0%
+5.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -10.8% | -5.1% |
| 7D | +14.4% | +8.0% | +6.4% | +13.1% |
| 30D | +28.1% | +13.5% | +14.6% | +25.7% |
| 3M | +22.5% | +8.8% | +13.6% | +21.1% |
| 6M | +31.6% | +54.7% | -23.1% | +21.6% |
| YTD | +21.0% | +53.3% | -32.2% | +10.2% |
| 1Y | +49.0% | +41.1% | +7.8% | +38.8% |
| All | +49.0% | +44.0% | +5.0% | +38.8% |
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 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