+2,806.0%
MSCI vs WSM
+2,684.5%
+121.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.9% | -3.0% | +1.1% | -1.1% |
| 30D | +16.5% | +10.1% | +6.4% | +13.5% |
| 3M | +18.2% | +4.9% | +13.3% | +16.6% |
| 6M | +14.0% | +49.8% | -35.8% | +1.7% |
| YTD | +16.6% | +48.7% | -32.2% | +3.6% |
| 1Y | +14.8% | +38.7% | -23.9% | +3.8% |
| 3Y | +33.3% | +269.5% | -236.3% | -14.3% |
| 5Y | +9.1% | +179.0% | -169.9% | -26.7% |
| 10Y | +820.4% | +1,162.3% | -341.9% | +258.1% |
| All | +2,806.0% | +2,684.5% | +121.5% | +725.9% |
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