+67.7%
V vs WSM
+182.5%
-114.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | +2.6% | -5.5% | -3.3% |
| 30D | +1.9% | -9.3% | +11.2% | +3.3% |
| 3M | +13.2% | +7.1% | +6.1% | +12.0% |
| 6M | +16.7% | +21.7% | -5.0% | +13.0% |
| YTD | +5.4% | +28.7% | -23.4% | +1.0% |
| 1Y | +7.7% | +13.9% | -6.2% | +4.9% |
| 3Y | +52.0% | +232.2% | -180.2% | +16.8% |
| 5Y | +67.7% | +176.4% | -108.7% | +28.6% |
| All | +67.7% | +182.5% | -114.8% | +28.6% |
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