+49,093.4%
WSM vs SPY
+3,074.3%
+46,019.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | +2.6% | +0.5% | +2.0% | +1.9% |
| 30D | -9.5% | -0.9% | -8.6% | -8.5% |
| 3M | +12.9% | +3.9% | +9.0% | +7.7% |
| 6M | +23.0% | +14.5% | +8.5% | +4.3% |
| YTD | +28.9% | +12.9% | +16.0% | +11.4% |
| 1Y | +13.7% | +19.4% | -5.7% | -8.2% |
| 3Y | +232.6% | +78.5% | +154.2% | +68.5% |
| 5Y | +185.9% | +81.8% | +104.1% | +45.7% |
| 10Y | +998.6% | +311.5% | +687.1% | +112.8% |
| All | +49,093.4% | +3,074.3% | +46,019.2% | +591.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling