+246.9%
RL vs WSM
+189.5%
+57.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +1.9% | +2.6% | -0.7% | +0.8% |
| 30D | -12.2% | -9.5% | -2.7% | -8.5% |
| 3M | -6.6% | +12.9% | -19.5% | -11.5% |
| 6M | +3.2% | +23.0% | -19.9% | -5.4% |
| YTD | -1.3% | +28.9% | -30.2% | -11.3% |
| 1Y | +13.6% | +13.7% | -0.1% | +6.8% |
| 3Y | +210.9% | +232.6% | -21.7% | +76.5% |
| 5Y | +246.9% | +185.9% | +61.0% | +98.1% |
| All | +246.9% | +189.5% | +57.4% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling