+33.8%
SOLS vs WSM
+23.7%
+10.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +4.5% | +2.6% | +2.0% | +3.6% |
| 30D | +6.0% | -9.5% | +15.5% | +10.0% |
| 3M | -19.7% | +12.9% | -32.6% | -24.3% |
| 6M | -10.4% | +23.0% | -33.4% | -19.1% |
| YTD | +33.3% | +28.9% | +4.3% | +9.7% |
| All | +33.8% | +23.7% | +10.1% | +21.5% |
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