+8,900.5%
WMT vs WSM
+34,771.0%
-25,870.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.2% | +2.6% | -2.9% | -0.6% |
| 30D | -5.8% | -9.3% | +3.5% | -4.6% |
| 3M | -10.8% | +7.1% | -17.9% | -11.7% |
| 6M | -14.3% | +21.7% | -36.1% | -17.0% |
| YTD | -4.4% | +28.7% | -33.1% | -8.2% |
| 1Y | +4.3% | +13.9% | -9.5% | +1.7% |
| 3Y | +100.1% | +232.2% | -132.1% | +62.8% |
| 5Y | +130.8% | +176.4% | -45.6% | +87.8% |
| 10Y | +433.7% | +1,072.4% | -638.7% | +231.4% |
| All | +8,900.5% | +34,771.0% | -25,870.5% | +2,868.7% |
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