-29.0%
WU vs WSM
+230.1%
-259.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -2.9% | -7.7% | +4.8% | -1.6% |
| 3M | -2.3% | +3.8% | -6.0% | -2.8% |
| 6M | -25.4% | +22.7% | -48.0% | -27.8% |
| YTD | -21.2% | +28.0% | -49.2% | -24.4% |
| 1Y | -8.9% | +12.7% | -21.6% | -11.1% |
| 3Y | -29.0% | +231.3% | -260.2% | -42.1% |
| All | -29.0% | +230.1% | -259.0% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling