+20.1%
SM vs WSM
+1,058.9%
-1,038.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +18.1% | -10.7% | +28.8% | +23.5% |
| 3M | +17.0% | +8.5% | +8.5% | +11.3% |
| 6M | +55.4% | +19.6% | +35.8% | +38.7% |
| YTD | +108.6% | +26.6% | +82.0% | +80.1% |
| 1Y | +45.7% | +12.0% | +33.7% | +32.2% |
| 3Y | -0.3% | +226.6% | -227.0% | -49.5% |
| 5Y | +113.0% | +174.1% | -61.1% | +9.2% |
| All | +20.1% | +1,058.9% | -1,038.7% | -76.6% |
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