+338.1%
DRI vs WSM
+1,058.9%
-720.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -4.8% | +0.4% | -5.3% | -5.0% |
| 30D | -5.2% | -10.7% | +5.5% | -1.8% |
| 3M | +2.7% | +8.5% | -5.7% | -0.2% |
| 6M | +3.6% | +19.6% | -16.0% | -2.8% |
| YTD | +15.4% | +26.6% | -11.2% | +5.9% |
| 1Y | +1.3% | +12.0% | -10.7% | -3.8% |
| 3Y | +53.1% | +226.6% | -173.5% | -9.7% |
| 5Y | +64.6% | +174.1% | -109.6% | -2.6% |
| All | +338.1% | +1,058.9% | -720.8% | +7.9% |
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