+117.8%
EW vs WSM
+1,071.8%
-954.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | -6.2% | -0.5% | -5.6% | -6.1% |
| 30D | -9.3% | -7.7% | -1.6% | -8.0% |
| 3M | -1.6% | +3.8% | -5.4% | -2.4% |
| 6M | -0.8% | +22.7% | -23.5% | -5.0% |
| YTD | -1.0% | +28.0% | -29.0% | -6.1% |
| 1Y | +8.2% | +12.7% | -4.6% | +4.8% |
| 3Y | +12.7% | +231.3% | -218.6% | -16.2% |
| 5Y | -30.2% | +177.2% | -207.4% | -48.0% |
| All | +117.8% | +1,071.8% | -954.0% | +8.1% |
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