+5,376.0%
WMB vs WSM
+34,755.7%
-29,379.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | +0.6% | -3.3% | +3.8% | +1.1% |
| 30D | +3.3% | -8.4% | +11.6% | +4.9% |
| 3M | +3.1% | +9.7% | -6.5% | +1.1% |
| 6M | -0.7% | +16.7% | -17.4% | -4.2% |
| YTD | +25.2% | +28.7% | -3.5% | +18.3% |
| 1Y | +32.9% | +13.7% | +19.2% | +28.1% |
| 3Y | +140.6% | +230.1% | -89.5% | +81.9% |
| 5Y | +273.5% | +179.0% | +94.5% | +181.3% |
| 10Y | +334.2% | +1,002.5% | -668.3% | +137.0% |
| All | +5,376.0% | +34,755.7% | -29,379.7% | +1,900.9% |
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