+27.4%
USFR vs WSM
+1,038.9%
-1,011.5%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +0.1% | -3.3% | +3.3% | +0.1% |
| 30D | +0.3% | -8.4% | +8.7% | +0.3% |
| 3M | +1.0% | +9.7% | -8.7% | +1.0% |
| 6M | +1.9% | +16.7% | -14.7% | +1.9% |
| YTD | +2.6% | +28.7% | -26.1% | +2.6% |
| 1Y | +4.0% | +13.7% | -9.7% | +4.0% |
| 3Y | +14.1% | +230.1% | -216.0% | +14.1% |
| 5Y | +20.4% | +179.0% | -158.5% | +20.4% |
| 10Y | +28.0% | +1,002.5% | -974.5% | +28.0% |
| All | +27.4% | +1,038.9% | -1,011.5% | +27.4% |
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