+530.2%
WCC vs WSM
+1,071.8%
-541.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +1.5% | -0.5% | +2.1% | +1.8% |
| 30D | -2.1% | -7.7% | +5.6% | +1.3% |
| 3M | +3.8% | +3.8% | +0.1% | +2.1% |
| 6M | +35.0% | +22.7% | +12.3% | +23.4% |
| YTD | +46.4% | +28.0% | +18.4% | +31.5% |
| 1Y | +63.0% | +12.7% | +50.3% | +53.8% |
| 3Y | +133.9% | +231.3% | -97.3% | +32.8% |
| 5Y | +226.5% | +177.2% | +49.4% | +88.9% |
| All | +530.2% | +1,071.8% | -541.5% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling