+112.2%
SM vs WSM
+182.5%
-70.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.2% | +2.6% | -2.8% | -1.0% |
| 30D | +20.3% | -9.3% | +29.6% | +23.5% |
| 3M | +22.9% | +7.1% | +15.8% | +19.2% |
| 6M | +47.8% | +21.7% | +26.1% | +35.8% |
| YTD | +107.5% | +28.7% | +78.7% | +85.8% |
| 1Y | +51.7% | +13.9% | +37.9% | +41.3% |
| 3Y | -0.9% | +232.2% | -233.0% | -39.0% |
| 5Y | +112.2% | +176.4% | -64.1% | +38.7% |
| All | +112.2% | +182.5% | -70.2% | +38.7% |
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