-39.0%
U vs WSM
+466.4%
-505.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -2.2% |
| 7D | -3.8% | -3.3% | -0.5% | -1.9% |
| 30D | +17.5% | -8.4% | +25.8% | +23.5% |
| 3M | +38.7% | +9.7% | +29.1% | +30.6% |
| 6M | +104.4% | +16.7% | +87.7% | +83.8% |
| YTD | -5.7% | +28.7% | -34.4% | -20.0% |
| 1Y | +3.7% | +13.7% | -10.0% | -5.9% |
| 3Y | +12.3% | +230.1% | -217.8% | -52.9% |
| 5Y | -68.8% | +179.0% | -247.8% | -86.5% |
| All | -39.0% | +466.4% | -505.4% | -80.8% |
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