+1,608.3%
SM vs WSM
+63,377.1%
-61,768.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.0% |
| 7D | +0.1% | -3.3% | +3.4% | +0.8% |
| 30D | +26.3% | -8.4% | +34.7% | +28.7% |
| 3M | +8.7% | +9.7% | -1.0% | +5.5% |
| 6M | +51.7% | +16.7% | +35.0% | +43.7% |
| YTD | +99.0% | +28.7% | +70.4% | +83.8% |
| 1Y | +34.6% | +13.7% | +20.9% | +27.6% |
| 3Y | -7.8% | +230.1% | -237.8% | -33.3% |
| 5Y | +104.8% | +179.0% | -74.2% | +49.9% |
| 10Y | +7.2% | +1,002.5% | -995.3% | -41.9% |
| All | +1,608.3% | +63,377.1% | -61,768.8% | +780.8% |
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