-8.6%
TEL vs WSM
+44.0%
-52.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -2.7% |
| 7D | -0.5% | +8.0% | -8.5% | -4.1% |
| 30D | +0.6% | +13.5% | -12.9% | -5.6% |
| 3M | +2.0% | +8.8% | -6.9% | -2.3% |
| 6M | +8.1% | +54.7% | -46.6% | -14.9% |
| YTD | -2.2% | +53.3% | -55.4% | -21.8% |
| 1Y | -8.6% | +41.1% | -49.7% | -24.5% |
| All | -8.6% | +44.0% | -52.6% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling