+62.5%
T vs WSM
+1,131.4%
-1,068.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -3.8% | +5.1% | -8.9% | -4.3% |
| 3M | -8.7% | +5.1% | -13.8% | -9.3% |
| 6M | -8.1% | +48.6% | -56.7% | -11.8% |
| YTD | -6.4% | +44.2% | -50.6% | -10.3% |
| 1Y | -9.8% | +38.1% | -47.8% | -13.1% |
| 3Y | +65.5% | +257.2% | -191.7% | +36.8% |
| 5Y | +57.0% | +165.1% | -108.1% | +32.0% |
| All | +62.5% | +1,131.4% | -1,068.9% | +0.2% |
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