+2,417.1%
MSCI vs WSM
+2,308.9%
+108.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | +0.4% | -3.3% | +3.7% | +1.3% |
| 30D | +0.6% | -8.4% | +8.9% | +2.9% |
| 3M | -7.1% | +9.7% | -16.7% | -9.8% |
| 6M | +0.8% | +16.7% | -15.8% | -4.0% |
| YTD | +1.0% | +28.7% | -27.7% | -6.7% |
| 1Y | +4.3% | +13.7% | -9.3% | -0.7% |
| 3Y | +9.9% | +230.1% | -220.1% | -27.4% |
| 5Y | -6.8% | +179.0% | -185.7% | -37.6% |
| 10Y | +614.7% | +1,002.5% | -387.9% | +188.0% |
| All | +2,417.1% | +2,308.9% | +108.2% | +643.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling