-1.7%
MSCI vs WSM
+14.3%
-16.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | -2.1% | +2.6% | -4.6% | -2.4% |
| 30D | -1.7% | -9.5% | +7.8% | -0.4% |
| 3M | -8.2% | +12.9% | -21.1% | -10.4% |
| 6M | -2.4% | +23.0% | -25.5% | -6.5% |
| YTD | -2.8% | +28.9% | -31.7% | -8.3% |
| All | -1.7% | +14.3% | -16.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling