+1,043.3%
WSM vs SPY
+322.5%
+720.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | 0.0% |
| 7D | -0.5% | -0.8% | +0.2% | +0.4% |
| 30D | -7.7% | -1.1% | -6.7% | -6.5% |
| 3M | +3.8% | +3.9% | -0.1% | -1.2% |
| 6M | +22.7% | +13.6% | +9.1% | +4.4% |
| YTD | +28.0% | +12.7% | +15.3% | +10.4% |
| 1Y | +12.7% | +17.5% | -4.8% | -7.8% |
| 3Y | +231.3% | +76.9% | +154.4% | +66.7% |
| 5Y | +177.2% | +83.6% | +93.6% | +36.6% |
| All | +1,043.3% | +322.5% | +720.9% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling