+23.6%
SYY vs WSM
+175.3%
-151.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +3.9% | -0.5% | +4.5% | +4.0% |
| 30D | -1.7% | -7.7% | +6.0% | -0.6% |
| 3M | +5.2% | +3.8% | +1.4% | +4.4% |
| 6M | -0.2% | +22.7% | -22.9% | -3.5% |
| YTD | +15.4% | +28.0% | -12.6% | +10.7% |
| 1Y | +5.6% | +12.7% | -7.1% | +3.0% |
| 3Y | +28.9% | +231.3% | -202.4% | -1.4% |
| All | +23.6% | +175.3% | -151.7% | -6.2% |
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 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