+137,274.1%
UNH vs WSM
+34,818.5%
+102,455.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +1.1% | +2.6% | -1.4% | +0.8% |
| 30D | -1.5% | -9.5% | +8.0% | -0.2% |
| 3M | -0.8% | +12.9% | -13.7% | -2.7% |
| 6M | +41.8% | +23.0% | +18.8% | +37.2% |
| YTD | +23.1% | +28.9% | -5.8% | +18.1% |
| 1Y | +28.5% | +13.7% | +14.9% | +25.3% |
| 3Y | -11.8% | +232.6% | -244.4% | -28.5% |
| 5Y | +5.3% | +185.9% | -180.5% | -15.3% |
| 10Y | +247.4% | +998.6% | -751.2% | +118.3% |
| All | +137,274.1% | +34,818.5% | +102,455.6% | +37,998.4% |
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