+49,004.9%
WSM vs SPY
+3,091.8%
+45,913.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -8.4% | +0.1% | -8.4% | -8.5% |
| 3M | +9.7% | +2.0% | +7.7% | +6.9% |
| 6M | +16.7% | +13.0% | +3.7% | +0.5% |
| YTD | +28.7% | +13.5% | +15.1% | +10.5% |
| 1Y | +13.7% | +20.0% | -6.3% | -8.8% |
| 3Y | +230.1% | +77.2% | +152.9% | +68.7% |
| 5Y | +179.0% | +81.9% | +97.1% | +42.1% |
| 10Y | +1,002.5% | +314.1% | +688.5% | +111.9% |
| All | +49,004.9% | +3,091.8% | +45,913.1% | +585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling