+1,872.1%
T vs WSM
+34,755.7%
-32,883.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | -1.3% | -3.3% | +2.0% | -0.9% |
| 30D | +11.4% | -8.4% | +19.7% | +12.4% |
| 3M | +14.3% | +9.7% | +4.6% | +13.0% |
| 6M | -9.3% | +16.7% | -25.9% | -11.0% |
| YTD | +7.1% | +28.7% | -21.6% | +3.7% |
| 1Y | -9.1% | +13.7% | -22.7% | -11.0% |
| 3Y | +105.3% | +230.1% | -124.8% | +73.3% |
| 5Y | +66.8% | +179.0% | -112.1% | +40.5% |
| 10Y | +66.8% | +1,002.5% | -935.7% | +14.6% |
| All | +1,872.1% | +34,755.7% | -32,883.6% | +822.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling