+23.6%
TDY vs WSM
+44.0%
-20.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.5% | -11.2% | -6.6% |
| 7D | -5.0% | +8.0% | -13.0% | -7.3% |
| 30D | +2.0% | +13.5% | -11.5% | -2.2% |
| 3M | -7.7% | +8.8% | -16.5% | -10.3% |
| 6M | -0.9% | +54.7% | -55.6% | -15.8% |
| YTD | +23.7% | +53.3% | -29.5% | +5.9% |
| 1Y | +23.6% | +41.1% | -17.5% | +9.0% |
| All | +23.6% | +44.0% | -20.3% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling