-62.3%
W vs WSM
+182.5%
-244.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +5.9% | +2.6% | +3.3% | +3.0% |
| 30D | -3.0% | -9.3% | +6.2% | +7.7% |
| 3M | +40.3% | +7.1% | +33.3% | +33.1% |
| 6M | +32.2% | +21.7% | +10.5% | +9.7% |
| YTD | -0.3% | +28.7% | -29.0% | -22.3% |
| 1Y | +16.2% | +13.9% | +2.3% | +2.6% |
| 3Y | +40.7% | +232.2% | -191.4% | -65.9% |
| 5Y | -62.3% | +176.4% | -238.7% | -89.1% |
| All | -62.3% | +182.5% | -244.8% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling