+3,036.2%
SPY vs WSM
+55,978.9%
-52,942.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -2.0% | +5.1% | -7.1% | -2.9% |
| 3M | -2.8% | +5.1% | -7.9% | -3.8% |
| 6M | +2.1% | +48.6% | -46.5% | -5.1% |
| YTD | +11.5% | +44.2% | -32.7% | +3.8% |
| 1Y | +13.5% | +38.1% | -24.6% | +6.4% |
| 3Y | +77.7% | +257.2% | -179.5% | +36.8% |
| 5Y | +72.6% | +165.1% | -92.5% | +36.3% |
| 10Y | +308.2% | +1,123.6% | -815.4% | +133.0% |
| All | +3,036.2% | +55,978.9% | -52,942.7% | +960.6% |
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