-18.0%
WU vs WSM
+44.0%
-62.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.5% | -1.0% | +3.4% |
| 7D | +8.2% | +8.0% | +0.2% | +5.7% |
| 30D | +8.0% | +13.5% | -5.5% | +4.1% |
| 3M | -6.6% | +8.8% | -15.5% | -9.1% |
| 6M | -23.3% | +54.7% | -78.0% | -30.4% |
| YTD | -22.4% | +53.3% | -75.7% | -29.8% |
| 1Y | -18.0% | +41.1% | -59.1% | -25.1% |
| All | -18.0% | +44.0% | -62.0% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling