-40.9%
SE vs WSM
+19.9%
-60.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.5% |
| 7D | -6.1% | -3.3% | -2.8% | -5.2% |
| 30D | -2.5% | -8.4% | +5.9% | -0.1% |
| 3M | +21.7% | +9.7% | +12.1% | +17.8% |
| 6M | +27.0% | +16.7% | +10.3% | +19.5% |
| YTD | -12.1% | +28.7% | -40.8% | -19.9% |
| 1Y | -40.9% | +13.7% | -54.6% | -45.7% |
| All | -40.9% | +19.9% | -60.8% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling