+231.3%
WSM vs AMBA
-1.0%
+232.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -3.3% | -11.0% | +7.7% | -1.1% |
| 30D | -8.4% | -23.2% | +14.8% | -3.8% |
| 3M | +9.7% | -12.7% | +22.4% | +9.1% |
| 6M | +16.7% | +11.2% | +5.5% | +6.5% |
| YTD | +28.7% | -11.2% | +39.9% | +24.0% |
| 1Y | +13.7% | -22.5% | +36.2% | +11.1% |
| All | +231.3% | -1.0% | +232.3% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling