+34,755.7%
WSM vs COO
+5,988.7%
+28,767.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | -3.3% | -2.2% | -1.0% | -3.0% |
| 30D | -8.4% | -7.0% | -1.4% | -7.6% |
| 3M | +9.7% | +12.2% | -2.6% | +8.1% |
| 6M | +16.7% | -15.1% | +31.8% | +18.9% |
| YTD | +28.7% | -15.1% | +43.8% | +31.2% |
| 1Y | +13.7% | +2.3% | +11.3% | +13.3% |
| 3Y | +230.1% | -23.7% | +253.8% | +238.7% |
| 5Y | +179.0% | -38.9% | +217.9% | +193.4% |
| 10Y | +1,002.5% | +49.9% | +952.6% | +964.2% |
| All | +34,755.7% | +5,988.7% | +28,767.0% | +26,472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling