+303.5%
WDAY vs WSM
+1,433.1%
-1,129.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.6% | +2.7% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +4.1% | +5.1% | -1.0% | +2.5% |
| 3M | -4.8% | +5.1% | -9.9% | -6.4% |
| 6M | +68.6% | +48.6% | +20.0% | +50.1% |
| YTD | -8.5% | +44.2% | -52.7% | -18.5% |
| 1Y | -12.1% | +38.1% | -50.2% | -20.8% |
| 3Y | -13.2% | +257.2% | -270.4% | -44.6% |
| 5Y | -33.7% | +165.1% | -198.8% | -55.7% |
| 10Y | +137.4% | +1,123.6% | -986.1% | -11.8% |
| All | +303.5% | +1,433.1% | -1,129.6% | +46.7% |
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