+6,371.5%
SO vs WSM
+40,190.9%
-33,819.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | -3.0% | +3.7% | +0.9% |
| 30D | +7.8% | +10.1% | -2.2% | +7.2% |
| 3M | +2.9% | +4.9% | -2.0% | +2.6% |
| 6M | +2.5% | +49.8% | -47.3% | +0.1% |
| YTD | +10.3% | +48.7% | -38.5% | +7.6% |
| 1Y | +6.4% | +38.7% | -32.4% | +4.2% |
| 3Y | +52.8% | +269.5% | -216.7% | +39.9% |
| 5Y | +78.7% | +179.0% | -100.3% | +64.3% |
| 10Y | +196.3% | +1,162.3% | -966.0% | +144.6% |
| All | +6,371.5% | +40,190.9% | -33,819.4% | +4,241.2% |
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