+123.9%
SBUX vs WSM
+1,071.8%
-947.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -8.5% | -7.7% | -0.7% | -6.8% |
| 3M | -2.9% | +3.8% | -6.7% | -3.9% |
| 6M | -1.5% | +22.7% | -24.2% | -6.5% |
| YTD | +19.4% | +28.0% | -8.6% | +12.0% |
| 1Y | +22.9% | +12.7% | +10.2% | +18.5% |
| 3Y | +11.3% | +231.3% | -220.0% | -19.4% |
| 5Y | -6.9% | +177.2% | -184.0% | -32.3% |
| All | +123.9% | +1,071.8% | -947.9% | +4.2% |
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