+38.3%
S vs WSM
+260.3%
-222.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +2.0% | 0.0% | +2.0% | +2.1% |
| 30D | -2.7% | +5.1% | -7.8% | -4.0% |
| 3M | -6.9% | +5.1% | -12.0% | -8.2% |
| 6M | +38.1% | +48.6% | -10.5% | +23.7% |
| YTD | +48.0% | +44.2% | +3.8% | +33.3% |
| 1Y | +34.5% | +38.1% | -3.6% | +22.3% |
| 3Y | +38.3% | +257.2% | -218.9% | +8.1% |
| All | +38.3% | +260.3% | -222.0% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling