+837.0%
SLB vs WSM
+38,390.8%
-37,553.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.6% |
| 7D | +2.6% | -3.2% | +5.7% | +3.1% |
| 30D | +4.4% | +4.6% | -0.3% | +3.4% |
| 3M | -2.7% | +2.4% | -5.2% | -3.4% |
| 6M | -7.5% | +43.7% | -51.2% | -13.4% |
| YTD | +34.8% | +42.1% | -7.3% | +26.2% |
| 1Y | +44.6% | +32.3% | +12.3% | +36.9% |
| 3Y | +3.2% | +253.0% | -249.8% | -19.0% |
| 5Y | +73.6% | +161.3% | -87.7% | +39.0% |
| 10Y | -14.3% | +1,105.9% | -1,120.2% | -48.5% |
| All | +837.0% | +38,390.8% | -37,553.7% | +262.1% |
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 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