+3,094.0%
SPY vs WSM
+49,949.2%
-46,855.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | +0.1% | -3.3% | +3.4% | +0.7% |
| 30D | +0.1% | -8.4% | +8.4% | +1.6% |
| 3M | +2.0% | +9.7% | -7.7% | +0.2% |
| 6M | +13.0% | +16.7% | -3.7% | +9.6% |
| YTD | +13.5% | +28.7% | -15.1% | +8.0% |
| 1Y | +20.0% | +13.7% | +6.3% | +16.4% |
| 3Y | +77.2% | +230.1% | -152.9% | +38.2% |
| 5Y | +81.9% | +179.0% | -97.1% | +42.4% |
| 10Y | +314.1% | +1,002.5% | -688.5% | +141.0% |
| All | +3,094.0% | +49,949.2% | -46,855.2% | +1,003.5% |
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