+292.2%
WAB vs WSM
+1,071.8%
-779.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | +0.1% | -0.5% | +0.7% | +0.3% |
| 30D | -4.1% | -7.7% | +3.6% | -2.0% |
| 3M | +8.2% | +3.8% | +4.4% | +6.9% |
| 6M | +15.4% | +22.7% | -7.3% | +8.8% |
| YTD | +33.1% | +28.0% | +5.1% | +23.9% |
| 1Y | +48.1% | +12.7% | +35.3% | +42.1% |
| 3Y | +167.7% | +231.3% | -63.5% | +81.1% |
| 5Y | +225.7% | +177.2% | +48.5% | +121.4% |
| All | +292.2% | +1,071.8% | -779.5% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling