+17.3%
RL vs WSM
+34.6%
-17.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -2.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | +2.9% | +5.1% | -2.1% | -0.2% |
| 3M | 0.0% | +5.1% | -5.1% | -3.2% |
| 6M | +17.1% | +48.6% | -31.5% | -10.8% |
| YTD | +10.1% | +44.2% | -34.1% | -13.5% |
| 1Y | +17.3% | +38.1% | -20.8% | -6.3% |
| All | +17.3% | +34.6% | -17.3% | -6.3% |
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