+298.4%
WMB vs WSM
+1,071.8%
-773.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -0.4% | -7.7% | +7.3% | +1.1% |
| 3M | +3.2% | +3.8% | -0.6% | +2.2% |
| 6M | +0.1% | +22.7% | -22.6% | -4.6% |
| YTD | +23.9% | +28.0% | -4.1% | +16.5% |
| 1Y | +27.6% | +12.7% | +14.9% | +22.9% |
| 3Y | +141.9% | +231.3% | -89.4% | +71.5% |
| 5Y | +273.8% | +177.2% | +96.6% | +165.0% |
| All | +298.4% | +1,071.8% | -773.4% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling