+1,395.2%
RL vs WSM
+7,715.5%
-6,320.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | -0.8% | -3.3% | +2.5% | +0.3% |
| 30D | -7.8% | -8.4% | +0.6% | -5.1% |
| 3M | -4.0% | +9.7% | -13.7% | -6.9% |
| 6M | -1.9% | +16.7% | -18.6% | -6.5% |
| YTD | -0.2% | +28.7% | -28.8% | -8.0% |
| 1Y | +10.7% | +13.7% | -3.0% | +5.8% |
| 3Y | +210.8% | +230.1% | -19.3% | +103.4% |
| 5Y | +238.2% | +179.0% | +59.3% | +126.8% |
| 10Y | +313.4% | +1,002.5% | -689.2% | +63.0% |
| All | +1,395.2% | +7,715.5% | -6,320.2% | +151.5% |
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 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