+163.6%
W vs WSM
+813.4%
-649.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +0.8% |
| 7D | -4.2% | -3.3% | -0.9% | -1.3% |
| 30D | -7.6% | -8.4% | +0.8% | -0.4% |
| 3M | +37.2% | +9.7% | +27.5% | +29.4% |
| 6M | +26.3% | +16.7% | +9.6% | +13.5% |
| YTD | -1.0% | +28.7% | -29.7% | -17.8% |
| 1Y | +20.1% | +13.7% | +6.4% | +10.2% |
| 3Y | +37.8% | +230.1% | -192.3% | -46.1% |
| 5Y | -63.7% | +179.0% | -242.6% | -82.5% |
| 10Y | +156.3% | +1,002.5% | -846.2% | -50.8% |
| All | +163.6% | +813.4% | -649.8% | -45.7% |
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