+119.5%
RF vs WSM
+260.3%
-140.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.8% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +7.3% | +5.1% | +2.2% | +5.8% |
| 3M | -7.9% | +5.1% | -13.0% | -9.4% |
| 6M | +10.5% | +48.6% | -38.1% | -1.4% |
| YTD | +9.6% | +44.2% | -34.5% | -1.3% |
| 1Y | +20.3% | +38.1% | -17.8% | +9.4% |
| 3Y | +119.5% | +257.2% | -137.7% | +28.2% |
| All | +119.5% | +260.3% | -140.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling