-53.4%
S vs WSM
+208.2%
-261.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.6% |
| 7D | +0.1% | +0.4% | -0.4% | -0.2% |
| 30D | -11.8% | -10.7% | -1.1% | -7.2% |
| 3M | +33.9% | +8.5% | +25.5% | +28.6% |
| 6M | +40.1% | +19.6% | +20.5% | +27.7% |
| YTD | +32.1% | +26.6% | +5.5% | +16.5% |
| 1Y | +11.0% | +12.0% | -0.9% | +3.1% |
| 3Y | +16.9% | +226.6% | -209.7% | -48.1% |
| 5Y | -68.9% | +174.1% | -243.1% | -84.9% |
| All | -53.4% | +208.2% | -261.6% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling