-73.1%
SMR vs WSM
+19.9%
-92.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -2.2% |
| 7D | +4.4% | -3.3% | +7.7% | +7.1% |
| 30D | +3.4% | -8.4% | +11.8% | +10.9% |
| 3M | -19.2% | +9.7% | -28.8% | -26.7% |
| 6M | -22.6% | +16.7% | -39.3% | -34.6% |
| YTD | -31.5% | +28.7% | -60.2% | -45.9% |
| 1Y | -73.1% | +13.7% | -86.7% | -77.6% |
| All | -73.1% | +19.9% | -92.9% | -77.6% |
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