+1,514.2%
RF vs WSM
+34,755.7%
-33,241.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | +1.3% | -3.3% | +4.6% | +2.2% |
| 30D | -3.6% | -8.4% | +4.8% | -1.4% |
| 3M | +8.1% | +9.7% | -1.6% | +5.2% |
| 6M | +11.5% | +16.7% | -5.2% | +6.6% |
| YTD | +15.6% | +28.7% | -13.1% | +7.6% |
| 1Y | +15.7% | +13.7% | +2.0% | +11.1% |
| 3Y | +86.9% | +230.1% | -143.2% | +30.3% |
| 5Y | +89.8% | +179.0% | -89.1% | +33.7% |
| 10Y | +344.7% | +1,002.5% | -657.8% | +107.0% |
| All | +1,514.2% | +34,755.7% | -33,241.5% | +325.1% |
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