-24.6%
WY vs WSM
+226.4%
-251.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.3% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -11.3% | -10.7% | -0.6% | -9.0% |
| 3M | -8.1% | +8.5% | -16.6% | -9.9% |
| 6M | -7.4% | +19.6% | -27.1% | -11.3% |
| YTD | -4.7% | +26.6% | -31.3% | -10.1% |
| 1Y | -9.2% | +12.0% | -21.1% | -12.3% |
| All | -24.6% | +226.4% | -251.0% | -44.3% |
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