+81.9%
UBER vs WSM
+171.2%
-89.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.7% | +2.6% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | -7.6% | -10.7% | +3.1% | -4.1% |
| 3M | +5.8% | +8.5% | -2.7% | +2.7% |
| 6M | +0.3% | +19.6% | -19.4% | -6.2% |
| YTD | -11.2% | +26.6% | -37.8% | -18.9% |
| 1Y | -23.0% | +12.0% | -34.9% | -27.0% |
| 3Y | +53.6% | +226.6% | -173.0% | -13.5% |
| 5Y | +81.9% | +174.1% | -92.2% | +10.5% |
| All | +81.9% | +171.2% | -89.3% | +10.5% |
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