+467.2%
TDY vs WSM
+1,071.8%
-604.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -12.0% | -7.7% | -4.3% | -10.4% |
| 3M | -3.2% | +3.8% | -7.0% | -4.2% |
| 6M | -7.9% | +22.7% | -30.5% | -12.6% |
| YTD | +18.2% | +28.0% | -9.8% | +10.9% |
| 1Y | +6.7% | +12.7% | -6.1% | +2.8% |
| 3Y | +47.5% | +231.3% | -183.7% | +2.5% |
| 5Y | +39.5% | +177.2% | -137.7% | -2.7% |
| All | +467.2% | +1,071.8% | -604.6% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling