+296.4%
WBD vs WSM
+1,673.8%
-1,377.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | +2.6% | -3.3% | -1.5% |
| 30D | +5.0% | -9.5% | +14.5% | +8.1% |
| 3M | +6.2% | +12.9% | -6.7% | +2.0% |
| 6M | +0.6% | +23.0% | -22.4% | -6.3% |
| YTD | -2.4% | +28.9% | -31.3% | -10.9% |
| 1Y | +127.7% | +13.7% | +114.0% | +115.3% |
| 3Y | +148.4% | +232.6% | -84.2% | +65.3% |
| 5Y | +4.2% | +185.9% | -181.6% | -29.7% |
| 10Y | +10.8% | +998.6% | -987.8% | -52.7% |
| All | +296.4% | +1,673.8% | -1,377.4% | +15.7% |
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