+494.0%
TEAM vs WSM
+1,058.9%
-564.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | +16.5% | -10.7% | +27.3% | +19.9% |
| 3M | +96.2% | +8.5% | +87.7% | +91.8% |
| 6M | +130.2% | +19.6% | +110.6% | +118.1% |
| YTD | +10.7% | +26.6% | -15.8% | +2.9% |
| 1Y | +3.0% | +12.0% | -8.9% | -1.4% |
| 3Y | -13.1% | +226.6% | -239.7% | -41.3% |
| 5Y | -52.7% | +174.1% | -226.9% | -67.6% |
| All | +494.0% | +1,058.9% | -564.8% | +211.0% |
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