-71.5%
S vs WSM
+189.5%
-261.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -5.8% | +2.6% | -8.4% | -6.9% |
| 30D | -9.2% | -9.5% | +0.3% | -5.0% |
| 3M | +23.4% | +12.9% | +10.5% | +16.1% |
| 6M | +36.9% | +23.0% | +13.9% | +23.0% |
| YTD | +29.5% | +28.9% | +0.6% | +13.1% |
| 1Y | +5.4% | +13.7% | -8.2% | -2.9% |
| 3Y | +14.7% | +232.6% | -217.9% | -50.9% |
| 5Y | -71.5% | +185.9% | -257.4% | -86.7% |
| All | -71.5% | +189.5% | -261.0% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling