+222.9%
WAB vs WSM
+182.5%
+40.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.2% | +2.6% | -2.4% | -0.4% |
| 30D | -4.6% | -9.3% | +4.7% | -2.3% |
| 3M | +5.6% | +7.1% | -1.4% | +3.8% |
| 6M | +13.8% | +21.7% | -7.9% | +8.3% |
| YTD | +31.9% | +28.7% | +3.1% | +23.7% |
| 1Y | +48.3% | +13.9% | +34.4% | +42.7% |
| 3Y | +167.1% | +232.2% | -65.0% | +91.6% |
| 5Y | +222.9% | +176.4% | +46.5% | +128.6% |
| All | +222.9% | +182.5% | +40.4% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling