+195.5%
W vs WSM
+908.6%
-713.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | +1.2% |
| 7D | -1.7% | -3.2% | +1.5% | +1.0% |
| 30D | +3.2% | +4.6% | -1.4% | -0.3% |
| 3M | +8.3% | +2.4% | +5.9% | +6.5% |
| 6M | +84.3% | +43.7% | +40.6% | +39.5% |
| YTD | +11.0% | +42.1% | -31.1% | -15.0% |
| 1Y | -0.2% | +32.3% | -32.5% | -19.0% |
| 3Y | +157.9% | +253.0% | -95.1% | -3.7% |
| 5Y | -56.8% | +161.3% | -218.1% | -78.7% |
| 10Y | +212.2% | +1,105.9% | -893.7% | -44.5% |
| All | +195.5% | +908.6% | -713.1% | -43.8% |
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