+8.9%
RL vs WSM
+12.3%
-3.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.3% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -15.3% | -10.7% | -4.6% | -9.7% |
| 3M | -10.3% | +8.5% | -18.8% | -15.4% |
| 6M | -2.2% | +19.6% | -21.9% | -13.5% |
| YTD | -4.3% | +26.6% | -30.9% | -16.8% |
| 1Y | +8.9% | +12.0% | -3.1% | -2.8% |
| All | +8.9% | +12.3% | -3.4% | -2.8% |
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