-1.0%
SO vs WSM
+12.3%
-13.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -1.1% | +0.4% | -1.6% | -1.1% |
| 30D | -3.7% | -10.7% | +7.0% | -3.7% |
| 3M | -5.9% | +8.5% | -14.4% | -5.8% |
| 6M | -7.3% | +19.6% | -27.0% | -7.2% |
| YTD | +3.1% | +26.6% | -23.5% | +3.2% |
| 1Y | -1.0% | +12.0% | -12.9% | -0.3% |
| All | -1.0% | +12.3% | -13.3% | -0.3% |
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