+127.9%
WFC vs WSM
+171.2%
-43.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +2.3% | -10.7% | +13.0% | +4.7% |
| 3M | +9.8% | +8.5% | +1.3% | +7.6% |
| 6M | +15.6% | +19.6% | -4.1% | +10.6% |
| YTD | -2.4% | +26.6% | -29.0% | -7.7% |
| 1Y | +13.8% | +12.0% | +1.9% | +10.1% |
| 3Y | +134.6% | +226.6% | -92.0% | +70.8% |
| 5Y | +127.9% | +174.1% | -46.2% | +65.2% |
| All | +127.9% | +171.2% | -43.3% | +65.2% |
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