+139.2%
SLB vs WSM
+189.5%
-50.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | +2.6% | -2.1% | -0.1% |
| 30D | +13.6% | -9.5% | +23.1% | +15.7% |
| 3M | +1.5% | +12.9% | -11.4% | -1.1% |
| 6M | +23.0% | +23.0% | 0.0% | +17.6% |
| YTD | +51.2% | +28.9% | +22.3% | +43.2% |
| 1Y | +63.5% | +13.7% | +49.8% | +58.1% |
| 3Y | +2.5% | +232.6% | -230.1% | -19.3% |
| 5Y | +139.2% | +185.9% | -46.7% | +86.8% |
| All | +139.2% | +189.5% | -50.3% | +86.8% |
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