+277.0%
IR vs WSM
+996.7%
-719.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.9% | +2.6% | -4.5% | -2.7% |
| 30D | -15.0% | -9.3% | -5.8% | -12.4% |
| 3M | -0.4% | +7.1% | -7.5% | -2.5% |
| 6M | -15.0% | +21.7% | -36.8% | -20.1% |
| YTD | -7.1% | +28.7% | -35.8% | -14.0% |
| 1Y | -7.5% | +13.9% | -21.4% | -11.5% |
| 3Y | +6.3% | +232.2% | -225.9% | -29.5% |
| 5Y | +37.3% | +176.4% | -139.1% | -7.7% |
| All | +277.0% | +996.7% | -719.6% | +49.7% |
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 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