+167.4%
WAB vs WSM
+260.3%
-92.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | +4.0% | +5.1% | -1.1% | +2.8% |
| 3M | +0.1% | +5.1% | -5.0% | -1.1% |
| 6M | +12.8% | +48.6% | -35.8% | +3.3% |
| YTD | +40.1% | +44.2% | -4.1% | +28.9% |
| 1Y | +46.4% | +38.1% | +8.3% | +35.8% |
| 3Y | +167.4% | +257.2% | -89.9% | +113.5% |
| All | +167.4% | +260.3% | -92.9% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling