-23.8%
WU vs WSM
+2,126.6%
-2,150.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | -1.1% | -9.5% | +8.4% | +1.2% |
| 3M | -1.8% | +12.9% | -14.7% | -4.6% |
| 6M | -23.9% | +23.0% | -47.0% | -27.8% |
| YTD | -20.4% | +28.9% | -49.3% | -25.5% |
| 1Y | -10.6% | +13.7% | -24.2% | -14.0% |
| 3Y | -27.7% | +232.6% | -260.4% | -49.1% |
| 5Y | -51.1% | +185.9% | -237.0% | -65.8% |
| 10Y | -40.7% | +998.6% | -1,039.3% | -74.1% |
| All | -23.8% | +2,126.6% | -2,150.5% | -78.8% |
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