+1,622.6%
T vs WSM
+38,954.9%
-37,332.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 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% | -12.2% |
| YTD | -6.4% | +44.2% | -50.6% | -10.6% |
| 1Y | -9.8% | +38.1% | -47.8% | -13.4% |
| 3Y | +65.5% | +257.2% | -191.7% | +38.6% |
| 5Y | +57.0% | +165.1% | -108.1% | +33.2% |
| 10Y | +60.8% | +1,123.6% | -1,062.8% | +9.2% |
| All | +1,622.6% | +38,954.9% | -37,332.3% | +695.0% |
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