+41.0%
TDY vs WSM
+175.3%
-134.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 3M | -3.2% | +3.8% | -7.0% | -4.0% |
| 6M | -7.9% | +22.7% | -30.5% | -11.6% |
| YTD | +18.2% | +28.0% | -9.8% | +12.5% |
| 1Y | +6.7% | +12.7% | -6.1% | +3.6% |
| 3Y | +47.5% | +231.3% | -183.7% | +11.5% |
| All | +41.0% | +175.3% | -134.3% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling