+163.2%
WSM vs AMBA
-69.7%
+232.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | 0.0% | +2.7% | -2.7% | -0.6% |
| 30D | +5.1% | -2.2% | +7.3% | +5.2% |
| 3M | +5.1% | -26.6% | +31.8% | +12.1% |
| 6M | +48.6% | -26.8% | +75.4% | +51.4% |
| YTD | +44.2% | -15.1% | +59.3% | +38.8% |
| 1Y | +38.1% | -32.3% | +70.3% | +40.3% |
| 3Y | +257.2% | +19.8% | +237.4% | +183.3% |
| All | +163.2% | -69.7% | +232.9% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling