+1,601.6%
RL vs WSM
+8,920.1%
-7,318.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +4.9% |
| 7D | +0.2% | +0.9% | -0.6% | +0.1% |
| 30D | +7.3% | +8.6% | -1.2% | +4.6% |
| 3M | +1.0% | +4.2% | -3.2% | -0.3% |
| 6M | +11.8% | +44.6% | -32.8% | -0.7% |
| YTD | +13.6% | +48.5% | -34.9% | 0.0% |
| 1Y | +24.0% | +34.7% | -10.6% | +12.6% |
| 3Y | +256.6% | +271.0% | -14.5% | +125.8% |
| 5Y | +240.2% | +180.9% | +59.3% | +127.7% |
| 10Y | +373.0% | +1,235.4% | -862.4% | +75.7% |
| All | +1,601.6% | +8,920.1% | -7,318.5% | +173.4% |
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