+10,726.6%
WAT vs WSM
+14,729.4%
-4,002.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -1.3% | -3.3% | +2.0% | -0.7% |
| 30D | +2.3% | -8.4% | +10.7% | +4.0% |
| 3M | +8.7% | +9.7% | -0.9% | +6.8% |
| 6M | +28.3% | +16.7% | +11.6% | +24.6% |
| YTD | +7.8% | +28.7% | -20.9% | +2.8% |
| 1Y | +36.6% | +13.7% | +22.9% | +32.9% |
| 3Y | +45.7% | +230.1% | -184.4% | +15.0% |
| 5Y | -3.3% | +179.0% | -182.3% | -23.4% |
| 10Y | +162.1% | +1,002.5% | -840.4% | +54.9% |
| All | +10,726.6% | +14,729.4% | -4,002.8% | +3,912.3% |
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