-48.5%
TE vs WSM
+171.2%
-219.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.1% | -5.9% |
| 7D | +0.9% | +0.4% | +0.4% | +0.7% |
| 30D | -16.3% | -10.7% | -5.6% | -11.3% |
| 3M | -40.8% | +8.5% | -49.2% | -43.1% |
| 6M | -42.6% | +19.6% | -62.2% | -47.4% |
| YTD | -31.4% | +26.6% | -58.0% | -38.5% |
| 1Y | +144.9% | +12.0% | +133.0% | +131.1% |
| 3Y | -26.0% | +226.6% | -252.7% | -59.3% |
| 5Y | -48.5% | +174.1% | -222.6% | -69.6% |
| All | -48.5% | +171.2% | -219.7% | -69.6% |
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 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