+4.9%
MSCI vs WSM
+184.9%
-180.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | +14.4% | +8.6% | +5.8% | +12.2% |
| 3M | +15.2% | +4.2% | +11.0% | +14.0% |
| 6M | +11.2% | +44.6% | -33.4% | +1.4% |
| YTD | +13.9% | +48.5% | -34.6% | +2.7% |
| 1Y | +12.5% | +34.7% | -22.2% | +3.7% |
| 3Y | +32.3% | +271.0% | -238.8% | -17.7% |
| 5Y | +4.9% | +180.9% | -176.1% | -28.9% |
| All | +4.9% | +184.9% | -180.1% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling