+851.5%
DE vs WSM
+1,071.8%
-220.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -2.6% | -0.5% | -2.0% | -2.4% |
| 30D | +9.0% | -7.7% | +16.7% | +11.0% |
| 3M | +19.1% | +3.8% | +15.4% | +17.8% |
| 6M | +14.4% | +22.7% | -8.3% | +8.1% |
| YTD | +45.9% | +28.0% | +17.9% | +36.3% |
| 1Y | +43.6% | +12.7% | +30.9% | +37.8% |
| 3Y | +75.9% | +231.3% | -155.4% | +22.0% |
| 5Y | +98.8% | +177.2% | -78.4% | +38.3% |
| All | +851.5% | +1,071.8% | -220.3% | +306.1% |
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