+6,969.6%
TDY vs WSM
+2,507.0%
+4,462.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -12.5% | -10.7% | -1.8% | -10.2% |
| 3M | -0.8% | +8.5% | -9.3% | -2.9% |
| 6M | -9.0% | +19.6% | -28.6% | -13.1% |
| YTD | +16.8% | +26.6% | -9.8% | +9.9% |
| 1Y | +9.5% | +12.0% | -2.5% | +5.8% |
| 3Y | +45.4% | +226.6% | -181.2% | +3.3% |
| 5Y | +37.8% | +174.1% | -136.3% | -1.9% |
| 10Y | +470.2% | +1,052.9% | -582.7% | +162.7% |
| All | +6,969.6% | +2,507.0% | +4,462.6% | +2,174.8% |
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