+13.7%
WSM vs AMBA
-20.7%
+34.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | -3.3% | -11.0% | +7.7% | -2.5% |
| 30D | -8.4% | -23.2% | +14.8% | -6.7% |
| 3M | +9.7% | -12.7% | +22.4% | +9.5% |
| 6M | +16.7% | +11.2% | +5.5% | +8.8% |
| YTD | +28.7% | -11.2% | +39.9% | +24.5% |
| 1Y | +13.7% | -22.5% | +36.2% | +8.9% |
| All | +13.7% | -20.7% | +34.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling