+179.5%
SW vs WSM
+1,113.6%
-934.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.5% | -1.2% |
| 7D | -3.0% | -3.2% | +0.2% | -2.5% |
| 30D | +4.2% | +4.6% | -0.5% | +3.4% |
| 3M | -11.5% | +2.4% | -14.0% | -11.9% |
| 6M | +8.6% | +43.7% | -35.1% | +2.8% |
| YTD | +15.0% | +42.1% | -27.1% | +9.1% |
| 1Y | +25.7% | +32.3% | -6.6% | +20.4% |
| 3Y | +44.8% | +253.0% | -208.2% | +25.8% |
| 5Y | -1.7% | +161.3% | -163.0% | -14.5% |
| All | +179.5% | +1,113.6% | -934.0% | +131.5% |
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