+4,092.2%
WAB vs WSM
+13,836.1%
-9,743.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -3.2% | -3.3% | +0.1% | -2.4% |
| 30D | -4.4% | -8.4% | +3.9% | -2.4% |
| 3M | +7.9% | +9.7% | -1.8% | +5.3% |
| 6M | +8.7% | +16.7% | -8.0% | +4.4% |
| YTD | +33.0% | +28.7% | +4.3% | +24.5% |
| 1Y | +46.7% | +13.7% | +33.0% | +41.1% |
| 3Y | +153.0% | +230.1% | -77.1% | +79.8% |
| 5Y | +222.3% | +179.0% | +43.3% | +130.0% |
| 10Y | +291.0% | +1,002.5% | -711.5% | +85.2% |
| All | +4,092.2% | +13,836.1% | -9,743.8% | +1,018.1% |
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