+4,918.1%
WMB vs WSM
+40,107.9%
-35,189.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -6.9% | +3.1% | -10.0% | -7.5% |
| 30D | -7.2% | +8.5% | -15.7% | -8.8% |
| 3M | -5.4% | +4.6% | -10.0% | -6.5% |
| 6M | -4.9% | +44.5% | -49.4% | -11.8% |
| YTD | +14.7% | +48.4% | -33.7% | +5.3% |
| 1Y | +14.7% | +36.2% | -21.5% | +6.9% |
| 3Y | +116.4% | +268.8% | -152.4% | +60.2% |
| 5Y | +198.5% | +185.2% | +13.3% | +124.0% |
| 10Y | +266.3% | +1,175.8% | -909.6% | +94.2% |
| All | +4,918.1% | +40,107.9% | -35,189.8% | +1,681.0% |
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