+34.2%
WSM vs AMBA
-32.7%
+66.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.0% |
| 7D | +0.5% | -7.2% | +7.8% | +0.9% |
| 30D | +6.0% | -10.4% | +16.4% | +6.4% |
| 3M | +3.2% | -30.1% | +33.3% | +4.9% |
| 6M | +37.1% | -22.4% | +59.5% | +36.5% |
| YTD | +44.2% | -17.3% | +61.5% | +39.7% |
| 1Y | +34.2% | -35.4% | +69.6% | +29.8% |
| All | +34.2% | -32.7% | +66.9% | +29.8% |
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