-14.4%
SMR vs WSM
+237.6%
-252.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.1% | -16.8% | -16.1% |
| 7D | -11.2% | -0.5% | -10.7% | -11.1% |
| 30D | -10.2% | -7.7% | -2.5% | -7.5% |
| 3M | -10.0% | +3.8% | -13.8% | -11.6% |
| 6M | -30.5% | +22.7% | -53.1% | -35.8% |
| YTD | -39.2% | +28.0% | -67.2% | -44.4% |
| 1Y | -75.5% | +12.7% | -88.2% | -76.6% |
| 3Y | +45.4% | +231.3% | -185.8% | +4.8% |
| All | -14.4% | +237.6% | -252.0% | -41.0% |
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