+11.9%
U vs WSM
+232.0%
-220.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +4.4% | +2.6% | +1.8% | +3.1% |
| 30D | -1.3% | -9.3% | +8.0% | +3.2% |
| 3M | +49.6% | +7.1% | +42.5% | +44.4% |
| 6M | +100.2% | +21.7% | +78.5% | +80.6% |
| YTD | -3.7% | +28.7% | -32.4% | -15.2% |
| 1Y | -6.5% | +13.9% | -20.4% | -13.1% |
| All | +11.9% | +232.0% | -220.1% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling