+251.0%
SPOT vs WSM
+996.7%
-745.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -6.5% | +2.6% | -9.1% | -7.1% |
| 30D | +2.2% | -9.3% | +11.5% | +4.5% |
| 3M | +5.4% | +7.1% | -1.7% | +3.3% |
| 6M | -4.0% | +21.7% | -25.7% | -8.9% |
| YTD | -9.9% | +28.7% | -38.7% | -16.0% |
| 1Y | -27.3% | +13.9% | -41.1% | -30.5% |
| 3Y | +236.4% | +232.2% | +4.2% | +130.3% |
| 5Y | +112.6% | +176.4% | -63.8% | +46.7% |
| All | +251.0% | +996.7% | -745.7% | +72.9% |
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 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