+631.0%
MSCI vs WSM
+997.3%
-366.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.1% | +2.6% | -3.7% | -1.7% |
| 30D | -1.2% | -9.3% | +8.1% | +1.1% |
| 3M | -8.4% | +7.1% | -15.5% | -10.3% |
| 6M | -1.0% | +21.7% | -22.8% | -6.4% |
| YTD | -2.3% | +28.7% | -31.0% | -9.1% |
| 1Y | -1.2% | +13.9% | -15.0% | -5.5% |
| 3Y | +7.9% | +232.2% | -224.2% | -27.7% |
| 5Y | -10.1% | +176.4% | -186.4% | -38.8% |
| 10Y | +631.0% | +1,072.4% | -441.5% | +206.3% |
| All | +631.0% | +997.3% | -366.4% | +206.3% |
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