+3,410.3%
DTE vs WSM
+34,191.7%
-30,781.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | -2.4% | -10.7% | +8.3% | -1.5% |
| 3M | -7.3% | +8.5% | -15.8% | -8.0% |
| 6M | -7.6% | +19.6% | -27.3% | -9.2% |
| YTD | +5.8% | +26.6% | -20.8% | +3.3% |
| 1Y | +2.3% | +12.0% | -9.6% | +0.9% |
| 3Y | +45.0% | +226.6% | -181.6% | +27.7% |
| 5Y | +33.2% | +174.1% | -140.9% | +17.0% |
| 10Y | +141.4% | +1,052.9% | -911.5% | +81.8% |
| All | +3,410.3% | +34,191.7% | -30,781.4% | +1,982.4% |
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 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