-11.4%
MSCI vs WSM
+189.5%
-200.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | -2.1% | +2.6% | -4.6% | -2.7% |
| 30D | -1.7% | -9.5% | +7.8% | +0.5% |
| 3M | -8.2% | +12.9% | -21.1% | -11.2% |
| 6M | -2.4% | +23.0% | -25.5% | -7.7% |
| YTD | -2.8% | +28.9% | -31.7% | -9.4% |
| 1Y | -2.7% | +13.7% | -16.3% | -6.7% |
| 3Y | +7.3% | +232.6% | -225.3% | -31.6% |
| 5Y | -11.4% | +185.9% | -197.3% | -42.7% |
| All | -11.4% | +189.5% | -200.9% | -42.7% |
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 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