+1,188.5%
WDC vs WSM
+1,071.8%
+116.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | -4.3% | -0.5% | -3.8% | -4.1% |
| 30D | -1.5% | -7.7% | +6.2% | +1.3% |
| 3M | -15.5% | +3.8% | -19.3% | -17.3% |
| 6M | +66.5% | +22.7% | +43.8% | +52.8% |
| YTD | +159.9% | +28.0% | +131.8% | +135.6% |
| 1Y | +366.0% | +12.7% | +353.2% | +339.6% |
| 3Y | +1,285.8% | +231.3% | +1,054.6% | +729.1% |
| 5Y | +925.6% | +177.2% | +748.4% | +524.0% |
| All | +1,188.5% | +1,071.8% | +116.8% | +325.8% |
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