+196.7%
W vs WSM
+923.4%
-726.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.8% |
| 7D | +0.2% | 0.0% | +0.2% | +0.1% |
| 30D | +6.8% | +5.1% | +1.7% | +2.8% |
| 3M | +10.7% | +5.1% | +5.6% | +6.5% |
| 6M | +86.3% | +48.6% | +37.8% | +37.2% |
| YTD | +11.5% | +44.2% | -32.7% | -15.7% |
| 1Y | +5.1% | +38.1% | -33.0% | -17.8% |
| 3Y | +171.0% | +257.2% | -86.2% | +0.2% |
| 5Y | -56.6% | +165.1% | -221.7% | -78.9% |
| 10Y | +213.4% | +1,123.6% | -910.1% | -44.9% |
| All | +196.7% | +923.4% | -726.7% | -44.3% |
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