+3.6%
WBD vs WSM
+175.3%
-171.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +1.4% | -7.7% | +9.1% | +4.4% |
| 3M | +4.4% | +3.8% | +0.6% | +2.4% |
| 6M | +0.8% | +22.7% | -21.8% | -8.0% |
| YTD | -2.7% | +28.0% | -30.7% | -13.5% |
| 1Y | +73.4% | +12.7% | +60.7% | +61.5% |
| 3Y | +142.1% | +231.3% | -89.1% | +34.5% |
| All | +3.6% | +175.3% | -171.7% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling