+3.9%
WFC vs WSM
+34.6%
-30.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +7.0% | +5.1% | +1.9% | +5.6% |
| 3M | -1.8% | +5.1% | -6.9% | -3.0% |
| 6M | +18.4% | +48.6% | -30.2% | +4.1% |
| YTD | -5.6% | +44.2% | -49.8% | -14.0% |
| 1Y | +3.9% | +38.1% | -34.2% | -5.0% |
| All | +3.9% | +34.6% | -30.8% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling