+1,104.4%
WSM vs SPY
+307.0%
+797.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.9% |
| 7D | 0.0% | +2.6% | -2.6% | -3.2% |
| 30D | +5.1% | -2.0% | +7.1% | +7.7% |
| 3M | +5.1% | -2.8% | +7.9% | +8.8% |
| 6M | +48.6% | +2.1% | +46.5% | +44.5% |
| YTD | +44.2% | +11.5% | +32.7% | +25.9% |
| 1Y | +38.1% | +13.5% | +24.6% | +17.9% |
| 3Y | +257.2% | +77.7% | +179.5% | +78.2% |
| 5Y | +165.1% | +72.6% | +92.5% | +39.8% |
| All | +1,104.4% | +307.0% | +797.4% | +138.7% |
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