+1,072.4%
WSM vs COO
+36.7%
+1,035.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.1% | +3.1% |
| 7D | +2.6% | -9.0% | +11.6% | +7.5% |
| 30D | -9.3% | -16.8% | +7.5% | -0.5% |
| 3M | +7.1% | -7.5% | +14.6% | +10.9% |
| 6M | +21.7% | -16.3% | +38.0% | +32.4% |
| YTD | +28.7% | -22.5% | +51.3% | +45.9% |
| 1Y | +13.9% | -7.0% | +20.8% | +16.8% |
| 3Y | +232.2% | -27.5% | +259.6% | +271.2% |
| 5Y | +176.4% | -43.3% | +219.7% | +246.3% |
| 10Y | +1,072.4% | +37.6% | +1,034.8% | +975.7% |
| All | +1,072.4% | +36.7% | +1,035.7% | +975.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling