+110.9%
DT vs WSM
+686.6%
-575.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -4.9% | +2.6% | -7.4% | -5.6% |
| 30D | +2.7% | -9.5% | +12.2% | +5.6% |
| 3M | +20.0% | +12.9% | +7.1% | +15.4% |
| 6M | +28.0% | +23.0% | +5.0% | +19.5% |
| YTD | +16.0% | +28.9% | -12.9% | +6.3% |
| 1Y | +0.7% | +13.7% | -12.9% | -4.6% |
| 3Y | +6.2% | +232.6% | -226.4% | -35.0% |
| 5Y | -28.1% | +185.9% | -214.0% | -55.4% |
| All | +110.9% | +686.6% | -575.8% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling