+252.8%
SPOT vs WSM
+990.5%
-737.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | +7.4% | -7.7% | +15.1% | +9.3% |
| 3M | +8.2% | +3.8% | +4.4% | +6.9% |
| 6M | +2.2% | +22.7% | -20.5% | -3.2% |
| YTD | -9.5% | +28.0% | -37.5% | -15.4% |
| 1Y | -23.8% | +12.7% | -36.6% | -27.0% |
| 3Y | +233.5% | +231.3% | +2.2% | +128.4% |
| 5Y | +112.2% | +177.2% | -65.0% | +46.4% |
| All | +252.8% | +990.5% | -737.6% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling