+358.3%
SE vs WSM
+1,087.8%
-729.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +2.4% |
| 7D | -1.5% | -3.2% | +1.7% | -0.3% |
| 30D | -22.3% | +4.6% | -27.0% | -23.8% |
| 3M | -41.8% | +2.4% | -44.3% | -42.5% |
| 6M | -22.4% | +43.7% | -66.1% | -33.3% |
| YTD | -41.6% | +42.1% | -83.7% | -49.9% |
| 1Y | -48.0% | +32.3% | -80.3% | -54.2% |
| 3Y | +63.9% | +253.0% | -189.2% | -11.9% |
| 5Y | -78.2% | +161.3% | -239.4% | -87.3% |
| All | +358.3% | +1,087.8% | -729.5% | +76.2% |
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 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