+81.7%
SPY vs WSM
+182.5%
-100.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.4% | +2.6% | -3.0% | -0.9% |
| 30D | -1.4% | -9.3% | +7.9% | +0.6% |
| 3M | +3.7% | +7.1% | -3.4% | +2.0% |
| 6M | +13.0% | +21.7% | -8.7% | +7.9% |
| YTD | +12.4% | +28.7% | -16.3% | +5.8% |
| 1Y | +18.5% | +13.9% | +4.7% | +14.2% |
| 3Y | +77.6% | +232.2% | -154.5% | +28.1% |
| 5Y | +81.7% | +176.4% | -94.7% | +30.1% |
| All | +81.7% | +182.5% | -100.8% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling