+304.7%
RL vs WSM
+1,071.8%
-767.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -14.4% | -7.7% | -6.7% | -11.9% |
| 3M | -13.6% | +3.8% | -17.3% | -14.9% |
| 6M | +0.6% | +22.7% | -22.1% | -6.5% |
| YTD | -3.6% | +28.0% | -31.6% | -11.9% |
| 1Y | +8.3% | +12.7% | -4.4% | +3.2% |
| 3Y | +204.8% | +231.3% | -26.5% | +91.3% |
| 5Y | +232.9% | +177.2% | +55.8% | +113.6% |
| All | +304.7% | +1,071.8% | -767.0% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling