+1.1%
SLB vs WSM
+271.0%
-269.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -4.3% | +3.1% | -7.4% | -4.9% |
| 30D | +1.9% | +8.5% | -6.6% | 0.0% |
| 3M | -5.7% | +4.6% | -10.3% | -6.8% |
| 6M | -5.3% | +44.5% | -49.9% | -13.0% |
| YTD | +32.2% | +48.4% | -16.3% | +20.5% |
| 1Y | +38.5% | +36.2% | +2.3% | +28.4% |
| 3Y | +1.1% | +268.8% | -267.6% | -19.1% |
| All | +1.1% | +271.0% | -269.9% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling