-63.2%
SPCH vs WSM
+18.8%
-82.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.5% | -14.0% | -9.9% |
| 7D | -13.4% | +8.0% | -21.4% | -16.1% |
| 30D | -39.6% | +13.5% | -53.1% | -44.9% |
| 3M | -1.4% | +8.8% | -10.3% | -4.9% |
| All | -63.2% | +18.8% | -82.0% | -66.9% |
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 · Available span rolling