+271.5%
RMD vs WSM
+1,071.8%
-800.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -3.1% | -7.7% | +4.6% | -1.8% |
| 3M | +13.8% | +3.8% | +10.0% | +13.0% |
| 6M | -8.6% | +22.7% | -31.3% | -11.9% |
| YTD | -8.6% | +28.0% | -36.6% | -12.8% |
| 1Y | -19.7% | +12.7% | -32.4% | -21.8% |
| 3Y | +48.4% | +231.3% | -182.9% | +17.1% |
| 5Y | -22.7% | +177.2% | -199.9% | -39.0% |
| All | +271.5% | +1,071.8% | -800.3% | +115.1% |
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