+57.8%
T vs WSM
+163.9%
-106.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | -8.7% | +5.1% | -13.8% | -9.0% |
| 6M | -8.1% | +48.6% | -56.7% | -9.8% |
| YTD | -6.4% | +44.2% | -50.6% | -8.3% |
| 1Y | -9.8% | +38.1% | -47.8% | -11.4% |
| 3Y | +65.5% | +257.2% | -191.7% | +45.1% |
| All | +57.8% | +163.9% | -106.1% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling