+1,394.6%
WDC vs WSM
+232.0%
+1,162.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +7.5% | +2.6% | +4.9% | +6.6% |
| 30D | +10.1% | -9.3% | +19.3% | +13.4% |
| 3M | -6.8% | +7.1% | -13.9% | -9.6% |
| 6M | +84.1% | +21.7% | +62.4% | +70.7% |
| YTD | +180.3% | +28.7% | +151.5% | +156.5% |
| 1Y | +411.1% | +13.9% | +397.2% | +382.6% |
| All | +1,394.6% | +232.0% | +1,162.6% | +1,026.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling