+75.9%
UBER vs WSM
+862.9%
-786.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -2.8% | +2.6% | -5.4% | -3.8% |
| 30D | -2.5% | -9.5% | +7.0% | +1.4% |
| 3M | +4.4% | +12.9% | -8.5% | -0.9% |
| 6M | -2.7% | +23.0% | -25.7% | -11.1% |
| YTD | -10.5% | +28.9% | -39.4% | -20.3% |
| 1Y | -22.5% | +13.7% | -36.2% | -27.9% |
| 3Y | +54.8% | +232.6% | -177.8% | -19.2% |
| 5Y | +82.5% | +185.9% | -103.3% | -3.2% |
| All | +75.9% | +862.9% | -786.9% | -69.2% |
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