+261.5%
RF vs WSM
+1,313.8%
-1,052.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.2% |
| 7D | -0.1% | +0.9% | -1.0% | -0.5% |
| 30D | +7.0% | +8.6% | -1.5% | +4.0% |
| 3M | -7.0% | +4.2% | -11.3% | -8.6% |
| 6M | +6.8% | +44.6% | -37.8% | -6.3% |
| YTD | +9.9% | +48.5% | -38.6% | -4.6% |
| 1Y | +21.1% | +34.7% | -13.5% | +8.5% |
| 3Y | +119.6% | +271.0% | -151.4% | +30.4% |
| 5Y | +46.2% | +180.9% | -134.8% | -8.9% |
| 10Y | +261.5% | +1,235.4% | -973.9% | +6.0% |
| All | +261.5% | +1,313.8% | -1,052.3% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling