+106.1%
T vs WSM
+226.4%
-120.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | -2.4% | +0.4% | -2.9% | -2.4% |
| 30D | +4.3% | -10.7% | +15.0% | +4.2% |
| 3M | +11.6% | +8.5% | +3.1% | +11.7% |
| 6M | -5.6% | +19.6% | -25.2% | -5.3% |
| YTD | +6.6% | +26.6% | -20.0% | +6.8% |
| 1Y | -8.4% | +12.0% | -20.3% | -8.2% |
| All | +106.1% | +226.4% | -120.3% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling