+66.9%
T vs WSM
+1,058.9%
-991.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | -2.4% | +0.4% | -2.9% | -2.5% |
| 30D | +4.3% | -10.7% | +15.0% | +5.4% |
| 3M | +11.6% | +8.5% | +3.1% | +10.6% |
| 6M | -5.6% | +19.6% | -25.2% | -7.5% |
| YTD | +6.6% | +26.6% | -20.0% | +3.6% |
| 1Y | -8.4% | +12.0% | -20.3% | -9.9% |
| 3Y | +107.8% | +226.6% | -118.8% | +72.9% |
| 5Y | +68.3% | +174.1% | -105.8% | +39.8% |
| All | +66.9% | +1,058.9% | -991.9% | +4.9% |
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