-20.9%
WY vs WSM
+175.3%
-196.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -4.2% | -0.5% | -3.6% | -4.0% |
| 30D | -10.1% | -7.7% | -2.4% | -8.1% |
| 3M | -8.5% | +3.8% | -12.3% | -9.5% |
| 6M | -3.3% | +22.7% | -26.0% | -8.8% |
| YTD | -4.4% | +28.0% | -32.4% | -11.2% |
| 1Y | -11.5% | +12.7% | -24.2% | -15.2% |
| 3Y | -24.3% | +231.3% | -255.6% | -50.2% |
| All | -20.9% | +175.3% | -196.2% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling