+2,926.4%
V vs WSM
+2,798.8%
+127.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -1.7% | -3.3% | +1.6% | -1.0% |
| 30D | +2.0% | -8.4% | +10.3% | +3.9% |
| 3M | +17.4% | +9.7% | +7.7% | +14.6% |
| 6M | +17.5% | +16.7% | +0.8% | +12.8% |
| YTD | +7.6% | +28.7% | -21.1% | +0.7% |
| 1Y | +7.7% | +13.7% | -5.9% | +3.4% |
| 3Y | +54.7% | +230.1% | -175.4% | +9.0% |
| 5Y | +73.0% | +179.0% | -105.9% | +22.0% |
| 10Y | +390.9% | +1,002.5% | -611.7% | +116.3% |
| All | +2,926.4% | +2,798.8% | +127.7% | +877.1% |
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