-26.7%
DT vs WSM
+171.2%
-197.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | +3.5% | -10.7% | +14.3% | +6.6% |
| 3M | +26.7% | +8.5% | +18.2% | +23.7% |
| 6M | +36.1% | +19.6% | +16.5% | +28.7% |
| YTD | +18.6% | +26.6% | -8.0% | +9.8% |
| 1Y | +7.9% | +12.0% | -4.1% | +3.0% |
| 3Y | +8.6% | +226.6% | -218.1% | -35.4% |
| 5Y | -26.7% | +174.1% | -200.8% | -53.4% |
| All | -26.7% | +171.2% | -197.9% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling