+40.5%
W vs WSM
+239.4%
-198.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | +6.5% | +2.6% | +3.9% | +4.0% |
| 30D | -6.2% | -9.5% | +3.3% | +3.1% |
| 3M | +48.9% | +12.9% | +36.0% | +36.0% |
| 6M | +31.2% | +23.0% | +8.2% | +11.2% |
| YTD | -0.4% | +28.9% | -29.4% | -19.0% |
| 1Y | +14.8% | +13.7% | +1.2% | +4.2% |
| 3Y | +40.5% | +232.6% | -192.1% | -39.5% |
| All | +40.5% | +239.4% | -198.9% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling