+27.3%
WAT vs WSM
+44.0%
-16.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | -0.7% |
| 7D | -1.9% | +8.0% | -9.9% | -4.8% |
| 30D | +6.2% | +13.5% | -7.2% | +1.1% |
| 3M | +18.1% | +8.8% | +9.2% | +14.2% |
| 6M | +54.9% | +54.7% | +0.2% | +27.0% |
| YTD | +23.1% | +53.3% | -30.2% | +4.1% |
| 1Y | +27.3% | +41.1% | -13.8% | +10.0% |
| All | +27.3% | +44.0% | -16.7% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling