+363.5%
SE vs WSM
+1,105.2%
-741.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.6% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -20.9% | +5.1% | -26.0% | -22.6% |
| 3M | -38.9% | +5.1% | -44.0% | -40.2% |
| 6M | -19.4% | +48.6% | -68.0% | -31.6% |
| YTD | -40.9% | +44.2% | -85.1% | -49.6% |
| 1Y | -46.2% | +38.1% | -84.3% | -53.4% |
| 3Y | +63.7% | +257.2% | -193.5% | -12.4% |
| 5Y | -77.9% | +165.1% | -243.0% | -87.2% |
| All | +363.5% | +1,105.2% | -741.8% | +77.1% |
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