+18.4%
U vs WSM
+44.0%
-25.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.5% | -1.6% | +2.1% |
| 7D | +7.5% | +8.0% | -0.5% | +3.9% |
| 30D | -7.0% | +13.5% | -20.5% | -12.3% |
| 3M | +20.6% | +8.8% | +11.7% | +15.7% |
| 6M | +53.2% | +54.7% | -1.5% | +24.4% |
| YTD | -3.9% | +53.3% | -57.2% | -20.4% |
| 1Y | +18.4% | +41.1% | -22.7% | +5.1% |
| All | +18.4% | +44.0% | -25.6% | +5.1% |
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