+192.9%
SO vs WSM
+1,113.6%
-920.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.1% |
| 7D | -0.9% | -3.2% | +2.3% | -0.7% |
| 30D | +4.9% | +4.6% | +0.3% | +4.6% |
| 3M | +0.8% | +2.4% | -1.7% | +0.5% |
| 6M | +0.6% | +43.7% | -43.1% | -2.2% |
| YTD | +8.7% | +42.1% | -33.4% | +5.5% |
| 1Y | +4.0% | +32.3% | -28.3% | +1.4% |
| 3Y | +50.6% | +253.0% | -202.4% | +31.5% |
| 5Y | +77.5% | +161.3% | -83.8% | +57.4% |
| All | +192.9% | +1,113.6% | -920.7% | +107.7% |
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 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