+147.8%
SW vs WSM
+1,002.1%
-854.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | -5.1% | -3.3% | -1.8% | -4.6% |
| 30D | -4.6% | -8.4% | +3.8% | -3.2% |
| 3M | +9.4% | +9.7% | -0.3% | +8.0% |
| 6M | +3.5% | +16.7% | -13.2% | +1.3% |
| YTD | +22.0% | +28.7% | -6.6% | +17.8% |
| 1Y | +2.2% | +13.7% | -11.4% | +0.3% |
| 3Y | +19.6% | +230.1% | -210.5% | +5.3% |
| 5Y | -2.3% | +179.0% | -181.3% | -14.4% |
| All | +147.8% | +1,002.1% | -854.3% | +106.3% |
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