+154.8%
SO vs WSM
+1,058.9%
-904.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | -3.7% | -10.7% | +7.0% | -3.0% |
| 3M | -5.9% | +8.5% | -14.4% | -6.5% |
| 6M | -7.3% | +19.6% | -27.0% | -8.7% |
| YTD | +3.1% | +26.6% | -23.5% | +1.0% |
| 1Y | -1.0% | +12.0% | -12.9% | -2.2% |
| 3Y | +43.2% | +226.6% | -183.4% | +26.0% |
| 5Y | +59.1% | +174.1% | -115.0% | +39.8% |
| All | +154.8% | +1,058.9% | -904.1% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling