+482.1%
WWD vs WSM
+1,071.8%
-589.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.0% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | -6.9% | -7.7% | +0.8% | -4.7% |
| 3M | -13.0% | +3.8% | -16.8% | -14.2% |
| 6M | -12.5% | +22.7% | -35.1% | -17.7% |
| YTD | +11.8% | +28.0% | -16.2% | +3.7% |
| 1Y | +41.1% | +12.7% | +28.3% | +35.3% |
| 3Y | +163.1% | +231.3% | -68.2% | +73.4% |
| 5Y | +187.6% | +177.2% | +10.4% | +90.5% |
| All | +482.1% | +1,071.8% | -589.6% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling