+4.3%
DT vs WSM
+232.0%
-227.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | -0.5% | +2.6% | -3.1% | -0.9% |
| 30D | +0.1% | -9.3% | +9.3% | +1.2% |
| 3M | +24.1% | +7.1% | +17.0% | +22.9% |
| 6M | +30.1% | +21.7% | +8.4% | +26.5% |
| YTD | +16.8% | +28.7% | -12.0% | +12.4% |
| 1Y | -0.1% | +13.9% | -14.0% | -2.3% |
| All | +4.3% | +232.0% | -227.6% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling