-48.5%
TE vs WSM
+593.1%
-641.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.8% | +9.9% |
| 7D | +18.2% | +2.6% | +15.7% | +17.3% |
| 30D | -13.5% | -9.5% | -4.0% | -10.7% |
| 3M | -44.6% | +12.9% | -57.5% | -46.6% |
| 6M | -24.7% | +23.0% | -47.7% | -29.1% |
| YTD | -24.3% | +28.9% | -53.2% | -29.4% |
| 1Y | +155.6% | +13.7% | +141.9% | +146.0% |
| 3Y | -18.3% | +232.6% | -250.9% | -38.9% |
| 5Y | -41.3% | +185.9% | -227.2% | -56.7% |
| All | -48.5% | +593.1% | -641.6% | -62.9% |
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 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