+135.9%
WMT vs WSM
+175.3%
-39.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | -10.9% | +3.8% | -14.6% | -11.2% |
| 6M | -12.7% | +22.7% | -35.4% | -14.5% |
| YTD | -3.2% | +28.0% | -31.2% | -5.7% |
| 1Y | +5.3% | +12.7% | -7.5% | +3.7% |
| 3Y | +101.9% | +231.3% | -129.4% | +74.2% |
| All | +135.9% | +175.3% | -39.4% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling