+228.3%
WELL vs WSM
+184.0%
+44.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.1% | -3.0% | +3.0% | +0.4% |
| 30D | +7.8% | +10.1% | -2.3% | +6.8% |
| 3M | +10.2% | +4.9% | +5.3% | +9.7% |
| 6M | +16.4% | +49.8% | -33.4% | +11.8% |
| YTD | +35.2% | +48.7% | -13.6% | +29.5% |
| 1Y | +30.5% | +38.7% | -8.3% | +25.8% |
| 3Y | +206.1% | +269.5% | -63.4% | +149.0% |
| 5Y | +228.3% | +179.0% | +49.3% | +168.6% |
| All | +228.3% | +184.0% | +44.3% | +168.6% |
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