+2,271.9%
D vs WSM
+34,755.7%
-32,483.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +1.5% | -3.3% | +4.7% | +1.7% |
| 30D | -2.6% | -8.4% | +5.8% | -2.0% |
| 3M | 0.0% | +9.7% | -9.6% | -0.7% |
| 6M | +7.4% | +16.7% | -9.3% | +6.0% |
| YTD | +15.9% | +28.7% | -12.8% | +13.5% |
| 1Y | +18.1% | +13.7% | +4.5% | +16.6% |
| 3Y | +58.4% | +230.1% | -171.7% | +42.9% |
| 5Y | +5.2% | +179.0% | -173.8% | -5.3% |
| 10Y | +35.9% | +1,002.5% | -966.7% | +8.0% |
| All | +2,271.9% | +34,755.7% | -32,483.8% | +1,357.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling