+42.6%
DTE vs WSM
+230.1%
-187.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -2.6% | -0.5% | -2.0% | -2.5% |
| 30D | -4.4% | -7.7% | +3.3% | -4.0% |
| 3M | -8.3% | +3.8% | -12.1% | -8.5% |
| 6M | -8.1% | +22.7% | -30.8% | -9.1% |
| YTD | +4.4% | +28.0% | -23.6% | +3.0% |
| 1Y | +0.2% | +12.7% | -12.6% | -0.7% |
| 3Y | +42.6% | +231.3% | -188.7% | +24.0% |
| All | +42.6% | +230.1% | -187.5% | +24.0% |
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 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