-22.7%
U vs WSM
+534.6%
-557.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.4% |
| 30D | +27.6% | +5.1% | +22.5% | +22.9% |
| 3M | +15.3% | +5.1% | +10.2% | +10.8% |
| 6M | +96.4% | +48.6% | +47.8% | +52.4% |
| YTD | +19.6% | +44.2% | -24.6% | -6.1% |
| 1Y | +42.1% | +38.1% | +4.0% | +14.1% |
| 3Y | +87.5% | +257.2% | -169.7% | -24.6% |
| 5Y | -73.1% | +165.1% | -238.2% | -88.8% |
| All | -22.7% | +534.6% | -557.4% | -77.5% |
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 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