+49.1%
D vs WSM
+1,131.4%
-1,082.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.1% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +7.7% | +5.1% | +2.7% | +7.2% |
| 3M | -0.3% | +5.1% | -5.4% | -0.8% |
| 6M | +10.1% | +48.6% | -38.5% | +6.0% |
| YTD | +19.1% | +44.2% | -25.1% | +14.8% |
| 1Y | +15.9% | +38.1% | -22.2% | +12.1% |
| 3Y | +75.0% | +257.2% | -182.2% | +51.1% |
| 5Y | +13.4% | +165.1% | -151.7% | -0.7% |
| All | +49.1% | +1,131.4% | -1,082.2% | +8.0% |
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