+336.0%
IR vs WSM
+1,128.2%
-792.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +9.2% | +5.1% | +4.1% | +7.2% |
| 3M | +0.9% | +5.1% | -4.2% | -0.9% |
| 6M | +19.2% | +48.6% | -29.4% | +4.9% |
| YTD | +7.5% | +44.2% | -36.7% | -4.4% |
| 1Y | +11.7% | +38.1% | -26.4% | +0.7% |
| 3Y | +23.9% | +257.2% | -233.3% | -19.7% |
| 5Y | +46.4% | +165.1% | -118.7% | -0.7% |
| All | +336.0% | +1,128.2% | -792.3% | +66.5% |
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