+143.5%
WBD vs WSM
+226.4%
-82.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +4.2% | -10.7% | +14.9% | +7.9% |
| 3M | +7.5% | +8.5% | -1.0% | +4.2% |
| 6M | +1.6% | +19.6% | -18.1% | -5.3% |
| YTD | -2.2% | +26.6% | -28.7% | -11.3% |
| 1Y | +124.9% | +12.0% | +112.9% | +112.2% |
| All | +143.5% | +226.4% | -82.9% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling