+428.1%
WMT vs WSM
+1,071.8%
-643.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -7.4% | -7.7% | +0.3% | -6.6% |
| 3M | -10.9% | +3.8% | -14.6% | -11.3% |
| 6M | -12.7% | +22.7% | -35.4% | -14.8% |
| YTD | -3.2% | +28.0% | -31.2% | -6.2% |
| 1Y | +5.3% | +12.7% | -7.5% | +3.3% |
| 3Y | +101.9% | +231.3% | -129.4% | +70.5% |
| 5Y | +134.6% | +177.2% | -42.6% | +98.0% |
| All | +428.1% | +1,071.8% | -643.7% | +242.1% |
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