+361.5%
ALL vs WSM
+1,071.8%
-710.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.6% |
| 7D | -2.3% | -0.5% | -1.7% | -2.2% |
| 30D | -0.4% | -7.7% | +7.3% | +0.8% |
| 3M | +16.0% | +3.8% | +12.3% | +15.2% |
| 6M | +24.6% | +22.7% | +1.9% | +20.0% |
| YTD | +23.7% | +28.0% | -4.3% | +18.0% |
| 1Y | +27.7% | +12.7% | +15.0% | +24.1% |
| 3Y | +150.2% | +231.3% | -81.0% | +88.6% |
| 5Y | +117.1% | +177.2% | -60.1% | +63.9% |
| All | +361.5% | +1,071.8% | -710.2% | +135.2% |
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