+114.1%
DT vs WSM
+681.1%
-567.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +3.0% | -7.7% | +10.8% | +5.3% |
| 3M | +26.5% | +3.8% | +22.7% | +24.9% |
| 6M | +35.9% | +22.7% | +13.3% | +27.0% |
| YTD | +17.8% | +28.0% | -10.2% | +8.1% |
| 1Y | +4.1% | +12.7% | -8.7% | -1.2% |
| 3Y | +5.3% | +231.3% | -226.0% | -35.5% |
| 5Y | -27.2% | +177.2% | -204.4% | -54.3% |
| All | +114.1% | +681.1% | -567.0% | -22.0% |
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