+47.5%
TDY vs WSM
+230.1%
-182.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.9% |
| 3M | -3.2% | +3.8% | -7.0% | -3.9% |
| 6M | -7.9% | +22.7% | -30.5% | -11.1% |
| YTD | +18.2% | +28.0% | -9.8% | +13.6% |
| 1Y | +6.7% | +12.7% | -6.1% | +4.0% |
| 3Y | +47.5% | +231.3% | -183.7% | +22.9% |
| All | +47.5% | +230.1% | -182.5% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling