+837.9%
SLB vs WSM
+40,190.9%
-39,353.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -1.2% | -3.0% | +1.8% | -0.7% |
| 30D | +4.5% | +10.1% | -5.6% | +2.7% |
| 3M | -4.6% | +4.9% | -9.5% | -5.6% |
| 6M | -6.3% | +49.8% | -56.0% | -12.8% |
| YTD | +35.0% | +48.7% | -13.8% | +25.4% |
| 1Y | +38.8% | +38.7% | +0.1% | +30.4% |
| 3Y | +3.3% | +269.5% | -266.2% | -19.5% |
| 5Y | +73.6% | +179.0% | -105.4% | +37.6% |
| 10Y | -14.2% | +1,162.3% | -1,176.5% | -48.8% |
| All | +837.9% | +40,190.9% | -39,353.0% | +259.8% |
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 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