+177.1%
W vs WSM
+271.7%
-94.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | -7.4% | -3.0% | -4.4% | -4.5% |
| 30D | +7.8% | +10.1% | -2.2% | -1.3% |
| 3M | +10.9% | +4.9% | +6.0% | +6.2% |
| 6M | +86.4% | +49.8% | +36.7% | +31.0% |
| YTD | +14.0% | +48.7% | -34.8% | -19.4% |
| 1Y | +3.5% | +38.7% | -35.2% | -22.1% |
| All | +177.1% | +271.7% | -94.6% | -9.4% |
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