+32.3%
DTE vs WSM
+175.3%
-143.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.6% |
| 6M | -8.1% | +22.7% | -30.8% | -9.3% |
| YTD | +4.4% | +28.0% | -23.6% | +2.7% |
| 1Y | +0.2% | +12.7% | -12.6% | -0.8% |
| 3Y | +42.6% | +231.3% | -188.7% | +29.3% |
| All | +32.3% | +175.3% | -143.0% | +18.7% |
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