+311.2%
SPY vs WSM
+1,058.9%
-747.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -1.7% | -10.7% | +9.1% | +0.6% |
| 3M | +4.7% | +8.5% | -3.7% | +2.8% |
| 6M | +12.5% | +19.6% | -7.1% | +7.9% |
| YTD | +11.7% | +26.6% | -14.9% | +5.6% |
| 1Y | +17.5% | +12.0% | +5.5% | +13.6% |
| 3Y | +76.6% | +226.6% | -150.1% | +30.4% |
| 5Y | +82.0% | +174.1% | -92.1% | +34.8% |
| All | +311.2% | +1,058.9% | -747.6% | +108.3% |
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