+4,316.0%
WAB vs WSM
+15,515.0%
-11,199.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | +0.1% | +5.1% | -5.0% | -1.3% |
| 6M | +12.8% | +48.6% | -35.8% | +2.0% |
| YTD | +40.1% | +44.2% | -4.1% | +27.3% |
| 1Y | +46.4% | +38.1% | +8.3% | +34.4% |
| 3Y | +167.4% | +257.2% | -89.9% | +86.7% |
| 5Y | +215.0% | +165.1% | +49.9% | +127.7% |
| 10Y | +269.2% | +1,123.6% | -854.4% | +70.3% |
| All | +4,316.0% | +15,515.0% | -11,199.0% | +1,043.8% |
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