+63.7%
EL vs WSM
+1,131.4%
-1,067.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.7% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +10.0% | +5.1% | +4.9% | +8.4% |
| 3M | +28.4% | +5.1% | +23.3% | +26.5% |
| 6M | +37.1% | +48.6% | -11.5% | +22.4% |
| YTD | +7.8% | +44.2% | -36.4% | -2.8% |
| 1Y | +26.0% | +38.1% | -12.0% | +14.8% |
| 3Y | +3.8% | +257.2% | -253.4% | -27.8% |
| 5Y | -65.2% | +165.1% | -230.3% | -75.1% |
| All | +63.7% | +1,131.4% | -1,067.6% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling