+1,433.4%
WSM vs AMBA
+772.6%
+660.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -3.0% |
| 7D | +0.5% | -7.2% | +7.8% | +1.9% |
| 30D | +6.0% | -10.4% | +16.4% | +7.9% |
| 3M | +3.2% | -30.1% | +33.3% | +9.9% |
| 6M | +37.1% | -22.4% | +59.5% | +37.6% |
| YTD | +44.2% | -17.3% | +61.5% | +41.5% |
| 1Y | +34.2% | -35.4% | +69.6% | +37.6% |
| 3Y | +249.3% | +18.6% | +230.6% | +201.8% |
| 5Y | +169.3% | -69.8% | +239.1% | +181.8% |
| 10Y | +1,241.2% | +1.1% | +1,240.1% | +948.1% |
| All | +1,433.4% | +772.6% | +660.9% | +735.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling