-17.6%
UBER vs WSM
+19.9%
-37.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -3.9% | -3.3% | -0.6% | -3.1% |
| 30D | +11.1% | -8.4% | +19.5% | +13.5% |
| 3M | +4.9% | +9.7% | -4.7% | +3.0% |
| 6M | -1.2% | +16.7% | -17.8% | -4.7% |
| YTD | -7.3% | +28.7% | -36.0% | -11.0% |
| 1Y | -17.6% | +13.7% | -31.3% | -21.3% |
| All | -17.6% | +19.9% | -37.5% | -21.3% |
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 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