+59.7%
WM vs WSM
+168.7%
-108.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.0% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | +13.1% | +6.0% | +7.1% | +12.9% |
| 3M | +3.6% | +3.2% | +0.4% | +3.5% |
| 6M | +8.1% | +37.1% | -29.0% | +7.0% |
| YTD | +8.9% | +44.2% | -35.3% | +7.5% |
| 1Y | +20.3% | +34.2% | -13.9% | +19.1% |
| 3Y | +46.2% | +249.3% | -203.1% | +35.5% |
| All | +59.7% | +168.7% | -108.9% | +50.4% |
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