-10.4%
SM vs WSM
+271.7%
-282.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.3% | +5.5% |
| 7D | +0.3% | -3.0% | +3.3% | +0.9% |
| 30D | -17.3% | +10.1% | -27.4% | -19.2% |
| 3M | -3.6% | +4.9% | -8.5% | -5.0% |
| 6M | +2.9% | +49.8% | -46.9% | -8.3% |
| YTD | +70.2% | +48.7% | +21.5% | +49.3% |
| 1Y | +66.5% | +38.7% | +27.8% | +49.3% |
| All | -10.4% | +271.7% | -282.1% | -41.1% |
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