+113.2%
WDC vs WSM
+44.0%
+69.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.5% | -13.2% | -9.4% |
| 7D | -18.3% | +8.0% | -26.3% | -21.2% |
| 30D | -26.7% | +13.5% | -40.2% | -31.2% |
| 3M | -40.9% | +8.8% | -49.8% | -43.6% |
| 6M | -26.8% | +54.7% | -81.5% | -44.8% |
| YTD | +88.2% | +53.3% | +34.9% | +40.0% |
| 1Y | +113.2% | +41.1% | +72.1% | +62.6% |
| All | +113.2% | +44.0% | +69.2% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling