+27.1%
SW vs WSM
+30.0%
-2.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | +0.2% |
| 7D | +2.3% | +0.5% | +1.8% | +1.8% |
| 30D | +6.8% | +6.0% | +0.8% | +2.4% |
| 3M | -5.2% | +3.2% | -8.4% | -7.6% |
| 6M | +7.4% | +37.1% | -29.7% | -12.4% |
| YTD | +17.4% | +44.2% | -26.8% | -9.9% |
| 1Y | +27.1% | +34.2% | -7.1% | +1.2% |
| All | +27.1% | +30.0% | -2.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling