+1,402.2%
RF vs WSM
+38,956.5%
-37,554.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +6.0% | +6.0% | +0.1% | +4.3% |
| 3M | -8.9% | +3.2% | -12.1% | -9.8% |
| 6M | +2.3% | +37.1% | -34.8% | -6.3% |
| YTD | +7.6% | +44.2% | -36.6% | -2.9% |
| 1Y | +21.2% | +34.2% | -13.0% | +11.3% |
| 3Y | +108.5% | +249.3% | -140.7% | +43.5% |
| 5Y | +43.2% | +169.3% | -126.1% | +1.8% |
| 10Y | +288.1% | +1,241.2% | -953.1% | +71.7% |
| All | +1,402.2% | +38,956.5% | -37,554.2% | +283.4% |
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