-6.1%
M vs WSM
+997.3%
-1,003.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | -4.1% | +2.6% | -6.7% | -5.5% |
| 30D | -13.6% | -9.3% | -4.3% | -8.6% |
| 3M | -2.3% | +7.1% | -9.4% | -6.0% |
| 6M | +21.9% | +21.7% | +0.2% | +8.6% |
| YTD | -0.6% | +28.7% | -29.3% | -14.5% |
| 1Y | +29.7% | +13.9% | +15.9% | +19.5% |
| 3Y | +107.3% | +232.2% | -124.9% | -11.7% |
| 5Y | +20.5% | +176.4% | -155.9% | -43.1% |
| 10Y | -6.1% | +1,072.4% | -1,078.5% | -83.7% |
| All | -6.1% | +997.3% | -1,003.4% | -83.7% |
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