+336.7%
RF vs WSM
+1,015.9%
-679.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +2.7% | +2.6% | +0.1% | +1.8% |
| 30D | -3.4% | -9.5% | +6.2% | -0.1% |
| 3M | +6.4% | +12.9% | -6.5% | +1.8% |
| 6M | +13.4% | +23.0% | -9.6% | +5.1% |
| YTD | +14.2% | +28.9% | -14.7% | +4.1% |
| 1Y | +15.7% | +13.7% | +2.0% | +9.6% |
| 3Y | +91.3% | +232.6% | -141.3% | +17.4% |
| 5Y | +89.8% | +185.9% | -96.1% | +16.7% |
| 10Y | +336.7% | +998.6% | -661.9% | +35.7% |
| All | +336.7% | +1,015.9% | -679.2% | +35.7% |
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 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