+45.7%
SM vs WSM
+12.3%
+33.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | 0.0% |
| 7D | +2.1% | +0.4% | +1.7% | +2.3% |
| 30D | +18.1% | -10.7% | +28.8% | +14.3% |
| 3M | +17.0% | +8.5% | +8.5% | +19.8% |
| 6M | +55.4% | +19.6% | +35.8% | +63.3% |
| YTD | +108.6% | +26.6% | +82.0% | +116.0% |
| 1Y | +45.7% | +12.0% | +33.7% | +53.6% |
| All | +45.7% | +12.3% | +33.4% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling