+1,582.5%
RL vs WSM
+8,934.2%
-7,351.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -4.4% | -3.0% | -1.4% | -3.3% |
| 30D | +5.6% | +10.1% | -4.5% | +2.4% |
| 3M | -0.6% | +4.9% | -5.5% | -2.1% |
| 6M | +15.5% | +49.8% | -34.3% | +1.4% |
| YTD | +12.3% | +48.7% | -36.4% | -1.1% |
| 1Y | +19.3% | +38.7% | -19.4% | +7.3% |
| 3Y | +255.5% | +269.5% | -14.0% | +125.4% |
| 5Y | +247.1% | +179.0% | +68.1% | +132.8% |
| 10Y | +346.0% | +1,162.3% | -816.2% | +68.5% |
| All | +1,582.5% | +8,934.2% | -7,351.7% | +170.2% |
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