+14.7%
S vs WSM
+239.4%
-224.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -5.8% | +2.6% | -8.4% | -6.5% |
| 30D | -9.2% | -9.5% | +0.3% | -6.8% |
| 3M | +23.4% | +12.9% | +10.5% | +19.3% |
| 6M | +36.9% | +23.0% | +13.9% | +29.0% |
| YTD | +29.5% | +28.9% | +0.6% | +20.2% |
| 1Y | +5.4% | +13.7% | -8.2% | +1.0% |
| 3Y | +14.7% | +232.6% | -217.9% | -19.3% |
| All | +14.7% | +239.4% | -224.7% | -19.3% |
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 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