-47.6%
S vs WSM
+245.9%
-293.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -4.3% |
| 7D | +4.1% | -3.2% | +7.2% | +5.7% |
| 30D | -7.2% | +4.6% | -11.8% | -9.2% |
| 3M | 0.0% | +2.4% | -2.5% | -1.5% |
| 6M | +41.6% | +43.7% | -2.1% | +18.8% |
| YTD | +48.6% | +42.1% | +6.5% | +24.1% |
| 1Y | +30.0% | +32.3% | -2.2% | +11.9% |
| 3Y | +42.2% | +253.0% | -210.9% | -38.4% |
| 5Y | -70.8% | +161.3% | -232.1% | -85.6% |
| All | -47.6% | +245.9% | -293.5% | -76.9% |
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