+18,665.9%
WELL vs WSM
+34,755.7%
-16,089.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.1% | -2.4% |
| 7D | -0.8% | -3.3% | +2.5% | -0.4% |
| 30D | -0.1% | -8.4% | +8.3% | +1.1% |
| 3M | +18.0% | +9.7% | +8.4% | +16.3% |
| 6M | +15.0% | +16.7% | -1.7% | +12.0% |
| YTD | +28.6% | +28.7% | -0.1% | +23.3% |
| 1Y | +42.9% | +13.7% | +29.3% | +39.1% |
| 3Y | +203.0% | +230.1% | -27.1% | +143.8% |
| 5Y | +206.9% | +179.0% | +27.9% | +146.5% |
| 10Y | +339.5% | +1,002.5% | -663.1% | +176.9% |
| All | +18,665.9% | +34,755.7% | -16,089.8% | +8,523.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling