+567.0%
WDC vs WSM
+163.9%
+403.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -5.5% |
| 7D | +12.1% | 0.0% | +12.1% | +12.1% |
| 30D | -18.8% | +5.1% | -23.9% | -20.4% |
| 3M | -39.3% | +5.1% | -44.4% | -40.5% |
| 6M | -40.1% | +48.6% | -88.7% | -48.6% |
| YTD | +71.8% | +44.2% | +27.6% | +49.4% |
| 1Y | +88.5% | +38.1% | +50.4% | +66.4% |
| 3Y | +770.0% | +257.2% | +512.8% | +419.6% |
| All | +567.0% | +163.9% | +403.1% | +305.4% |
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 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