+1,360.8%
SM vs WSM
+73,275.4%
-71,914.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.3% | +5.5% |
| 7D | +0.3% | -3.0% | +3.3% | +1.0% |
| 30D | -17.3% | +10.1% | -27.4% | -19.5% |
| 3M | -3.6% | +4.9% | -8.5% | -5.4% |
| 6M | +2.9% | +49.8% | -46.9% | -7.9% |
| YTD | +70.2% | +48.7% | +21.5% | +51.0% |
| 1Y | +66.5% | +38.7% | +27.8% | +50.0% |
| 3Y | -8.2% | +269.5% | -277.7% | -35.6% |
| 5Y | -1.5% | +179.0% | -180.5% | -28.3% |
| 10Y | +11.9% | +1,162.3% | -1,150.4% | -41.7% |
| All | +1,360.8% | +73,275.4% | -71,914.6% | +623.7% |
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 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