+20.1%
W vs WSM
+19.9%
+0.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +0.1% |
| 7D | -4.2% | -3.3% | -0.9% | -0.3% |
| 30D | -7.6% | -8.4% | +0.8% | +2.4% |
| 3M | +37.2% | +9.7% | +27.5% | +28.0% |
| 6M | +26.3% | +16.7% | +9.6% | +10.1% |
| YTD | -1.0% | +28.7% | -29.7% | -20.4% |
| 1Y | +20.1% | +13.7% | +6.4% | +4.0% |
| All | +20.1% | +19.9% | +0.2% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling