+214.8%
WCC vs WSM
+171.2%
+43.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -2.6% |
| 7D | +1.7% | +0.4% | +1.2% | +1.5% |
| 30D | -6.1% | -10.7% | +4.7% | -1.6% |
| 3M | +3.1% | +8.5% | -5.4% | -0.4% |
| 6M | +28.2% | +19.6% | +8.6% | +18.8% |
| YTD | +41.1% | +26.6% | +14.5% | +28.0% |
| 1Y | +61.3% | +12.0% | +49.3% | +53.0% |
| 3Y | +123.6% | +226.6% | -103.0% | +34.4% |
| 5Y | +214.8% | +174.1% | +40.7% | +91.3% |
| All | +214.8% | +171.2% | +43.6% | +91.3% |
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 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