-0.3%
SPOT vs WSM
+44.0%
-44.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +3.4% |
| 7D | +16.6% | +8.0% | +8.6% | +14.9% |
| 30D | +29.9% | +13.5% | +16.4% | +27.2% |
| 3M | +31.3% | +8.8% | +22.4% | +29.4% |
| 6M | +43.2% | +54.7% | -11.5% | +30.4% |
| YTD | +8.1% | +53.3% | -45.2% | -0.1% |
| 1Y | -0.3% | +41.1% | -41.4% | -7.7% |
| All | -0.3% | +44.0% | -44.3% | -7.7% |
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 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