+12,330.1%
WST vs WSM
+34,755.7%
-22,425.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | +0.7% | -3.3% | +4.0% | +1.1% |
| 30D | -3.1% | -8.4% | +5.2% | -2.1% |
| 3M | +7.2% | +9.7% | -2.4% | +5.8% |
| 6M | +36.8% | +16.7% | +20.1% | +33.8% |
| YTD | +23.8% | +28.7% | -4.8% | +19.5% |
| 1Y | +37.8% | +13.7% | +24.1% | +34.9% |
| 3Y | -15.9% | +230.1% | -246.0% | -29.7% |
| 5Y | -25.8% | +179.0% | -204.8% | -37.6% |
| 10Y | +319.6% | +1,002.5% | -682.9% | +188.3% |
| All | +12,330.1% | +34,755.7% | -22,425.6% | +6,070.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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