-53.2%
S vs WSM
+213.2%
-266.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.5% |
| 7D | -7.7% | -3.3% | -4.4% | -6.3% |
| 30D | -5.3% | -8.4% | +3.1% | -1.5% |
| 3M | +20.3% | +9.7% | +10.6% | +14.8% |
| 6M | +47.4% | +16.7% | +30.7% | +35.8% |
| YTD | +32.5% | +28.7% | +3.9% | +16.1% |
| 1Y | +9.5% | +13.7% | -4.1% | +1.0% |
| 3Y | +15.5% | +230.1% | -214.6% | -49.0% |
| 5Y | -71.2% | +179.0% | -250.2% | -86.1% |
| All | -53.2% | +213.2% | -266.5% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling