-68.3%
U vs WSM
+182.5%
-250.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +4.4% | +2.6% | +1.8% | +2.6% |
| 30D | -1.3% | -9.3% | +8.0% | +5.1% |
| 3M | +49.6% | +7.1% | +42.5% | +42.0% |
| 6M | +100.2% | +21.7% | +78.5% | +72.0% |
| YTD | -3.7% | +28.7% | -32.4% | -20.4% |
| 1Y | -6.5% | +13.9% | -20.4% | -16.6% |
| 3Y | +12.9% | +232.2% | -219.3% | -62.8% |
| 5Y | -68.3% | +176.4% | -244.7% | -88.5% |
| All | -68.3% | +182.5% | -250.8% | -88.5% |
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