+957.1%
WDC vs WSM
+171.2%
+785.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.8% | -3.8% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | +5.3% | -10.7% | +16.0% | +9.5% |
| 3M | -5.9% | +8.5% | -14.4% | -9.3% |
| 6M | +73.2% | +19.6% | +53.6% | +60.8% |
| YTD | +167.8% | +26.6% | +141.2% | +144.6% |
| 1Y | +386.0% | +12.0% | +374.0% | +360.1% |
| 3Y | +1,309.7% | +226.6% | +1,083.1% | +767.6% |
| 5Y | +957.1% | +174.1% | +783.0% | +544.9% |
| All | +957.1% | +171.2% | +785.9% | +544.9% |
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