+553.4%
SE vs WSM
+970.0%
-416.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.8% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | -17.1% | -7.7% | -9.4% | -14.5% |
| 3M | +24.0% | +3.8% | +20.2% | +21.6% |
| 6M | +21.0% | +22.7% | -1.7% | +10.8% |
| YTD | -16.7% | +28.0% | -44.7% | -25.4% |
| 1Y | -45.9% | +12.7% | -58.7% | -49.4% |
| 3Y | +177.8% | +231.3% | -53.4% | +53.4% |
| 5Y | -67.4% | +177.2% | -244.5% | -81.1% |
| All | +553.4% | +970.0% | -416.6% | +162.1% |
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