+743.1%
SW vs WSM
+3,591.3%
-2,848.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +3.4% |
| 7D | +12.1% | +8.0% | +4.1% | +11.2% |
| 30D | +6.6% | +13.5% | -6.9% | +5.1% |
| 3M | -6.0% | +8.8% | -14.9% | -6.9% |
| 6M | +21.5% | +54.7% | -33.2% | +16.4% |
| YTD | +20.3% | +53.3% | -33.0% | +15.4% |
| 1Y | +28.1% | +41.1% | -13.0% | +23.8% |
| 3Y | +51.6% | +266.1% | -214.5% | +36.9% |
| 5Y | -0.1% | +186.1% | -186.2% | -9.8% |
| 10Y | +189.7% | +1,325.8% | -1,136.0% | +139.8% |
| All | +743.1% | +3,591.3% | -2,848.3% | +650.8% |
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