+3.1%
DTE vs WSM
+19.9%
-16.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | +0.2% | -3.3% | +3.4% | +0.4% |
| 30D | -2.6% | -8.4% | +5.8% | -2.0% |
| 3M | -3.9% | +9.7% | -13.6% | -4.4% |
| 6M | -7.9% | +16.7% | -24.6% | -8.8% |
| YTD | +7.2% | +28.7% | -21.5% | +5.1% |
| 1Y | +3.1% | +13.7% | -10.6% | +1.8% |
| All | +3.1% | +19.9% | -16.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling