+3,297.7%
V vs WSM
+3,101.1%
+196.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | +0.3% |
| 7D | -0.4% | -3.2% | +2.8% | +0.3% |
| 30D | +6.3% | +4.6% | +1.7% | +5.2% |
| 3M | +17.2% | +2.4% | +14.7% | +16.4% |
| 6M | +29.2% | +43.7% | -14.4% | +18.6% |
| YTD | +20.8% | +42.1% | -21.3% | +10.5% |
| 1Y | +25.0% | +32.3% | -7.2% | +16.1% |
| 3Y | +75.3% | +253.0% | -177.7% | +22.2% |
| 5Y | +105.8% | +161.3% | -55.4% | +48.2% |
| 10Y | +451.9% | +1,105.9% | -654.0% | +138.6% |
| All | +3,297.7% | +3,101.1% | +196.7% | +972.1% |
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