+371.6%
ALL vs WSM
+1,131.4%
-759.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +13.3% | +5.1% | +8.2% | +12.4% |
| 3M | +3.2% | +5.1% | -1.9% | +2.2% |
| 6M | +25.3% | +48.6% | -23.2% | +17.3% |
| YTD | +30.5% | +44.2% | -13.7% | +22.1% |
| 1Y | +29.2% | +38.1% | -8.9% | +21.6% |
| 3Y | +119.1% | +257.2% | -138.1% | +63.9% |
| 5Y | +162.6% | +165.1% | -2.5% | +102.0% |
| All | +371.6% | +1,131.4% | -759.7% | +138.6% |
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