+15,004.7%
WST vs WSM
+40,190.9%
-25,186.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.1% | -3.0% | +4.0% | +1.5% |
| 30D | +12.4% | +10.1% | +2.3% | +11.0% |
| 3M | +17.6% | +4.9% | +12.7% | +16.7% |
| 6M | +28.3% | +49.8% | -21.5% | +21.5% |
| YTD | +50.5% | +48.7% | +1.8% | +42.5% |
| 1Y | +49.4% | +38.7% | +10.7% | +42.6% |
| 3Y | +21.9% | +269.5% | -247.6% | +0.4% |
| 5Y | +0.4% | +179.0% | -178.6% | -15.8% |
| 10Y | +451.5% | +1,162.3% | -710.8% | +272.3% |
| All | +15,004.7% | +40,190.9% | -25,186.3% | +7,256.1% |
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