-77.8%
SE vs WSM
+184.0%
-261.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -7.7% | -3.0% | -4.8% | -6.3% |
| 30D | -22.8% | +10.1% | -32.9% | -26.6% |
| 3M | -43.7% | +4.9% | -48.6% | -45.2% |
| 6M | -12.8% | +49.8% | -62.6% | -29.9% |
| YTD | -42.0% | +48.7% | -90.7% | -53.7% |
| 1Y | -48.0% | +38.7% | -86.7% | -57.1% |
| 3Y | +62.7% | +269.5% | -206.8% | -41.3% |
| 5Y | -77.8% | +179.0% | -256.8% | -90.7% |
| All | -77.8% | +184.0% | -261.8% | -90.7% |
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