+442.3%
WELL vs WSM
+1,131.4%
-689.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.7% | +5.1% | +0.6% | +4.5% |
| 3M | +4.6% | +5.1% | -0.5% | +3.4% |
| 6M | +11.9% | +48.6% | -36.7% | +2.7% |
| YTD | +33.6% | +44.2% | -10.6% | +22.6% |
| 1Y | +29.8% | +38.1% | -8.3% | +20.0% |
| 3Y | +202.2% | +257.2% | -55.1% | +108.3% |
| 5Y | +223.2% | +165.1% | +58.1% | +131.7% |
| All | +442.3% | +1,131.4% | -689.1% | +97.9% |
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 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