-2.6%
SW vs WSM
+168.7%
-171.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.5% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +6.8% | +6.0% | +0.8% | +5.1% |
| 3M | -5.2% | +3.2% | -8.4% | -6.1% |
| 6M | +7.4% | +37.1% | -29.7% | -0.8% |
| YTD | +17.4% | +44.2% | -26.8% | +7.1% |
| 1Y | +27.1% | +34.2% | -7.1% | +17.7% |
| 3Y | +47.9% | +249.3% | -201.4% | +16.6% |
| All | -2.6% | +168.7% | -171.2% | -22.7% |
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