+26,336.4%
WM vs WSM
+34,755.7%
-8,419.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -0.3% | -3.3% | +3.0% | +0.1% |
| 30D | -2.4% | -8.4% | +6.0% | -1.4% |
| 3M | +0.4% | +9.7% | -9.2% | -0.8% |
| 6M | -9.5% | +16.7% | -26.2% | -11.4% |
| YTD | +0.5% | +28.7% | -28.2% | -2.9% |
| 1Y | -1.1% | +13.7% | -14.7% | -3.2% |
| 3Y | +46.0% | +230.1% | -184.1% | +22.4% |
| 5Y | +51.8% | +179.0% | -127.1% | +26.7% |
| 10Y | +307.5% | +1,002.5% | -695.0% | +173.6% |
| All | +26,336.4% | +34,755.7% | -8,419.3% | +10,580.6% |
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 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