+38.5%
D vs WSM
+997.3%
-958.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.4% | +2.6% | -3.1% | -0.7% |
| 30D | -2.1% | -9.3% | +7.2% | -1.2% |
| 3M | -0.7% | +7.1% | -7.8% | -1.4% |
| 6M | +5.6% | +21.7% | -16.1% | +3.5% |
| YTD | +14.6% | +28.7% | -14.2% | +11.7% |
| 1Y | +15.3% | +13.9% | +1.5% | +13.5% |
| 3Y | +59.1% | +232.2% | -173.0% | +38.5% |
| 5Y | +3.9% | +176.4% | -172.5% | -9.5% |
| 10Y | +38.5% | +1,072.4% | -1,033.9% | +5.0% |
| All | +38.5% | +997.3% | -958.8% | +5.0% |
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 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