-53.1%
TE vs WSM
+588.3%
-641.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -5.9% | -7.7% | +1.8% | -3.5% |
| 3M | -45.6% | +3.8% | -49.3% | -46.2% |
| 6M | -43.4% | +22.7% | -66.0% | -46.6% |
| YTD | -31.0% | +28.0% | -59.0% | -35.5% |
| 1Y | +145.2% | +12.7% | +132.5% | +136.7% |
| 3Y | -24.1% | +231.3% | -255.3% | -43.1% |
| 5Y | -48.1% | +177.2% | -225.3% | -61.7% |
| All | -53.1% | +588.3% | -641.3% | -66.1% |
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