+1.1%
TEL vs WSM
+19.9%
-18.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.3% |
| 7D | +3.0% | -3.3% | +6.2% | +4.5% |
| 30D | -3.9% | -8.4% | +4.5% | 0.0% |
| 3M | -5.1% | +9.7% | -14.8% | -9.7% |
| 6M | +0.6% | +16.7% | -16.1% | -7.4% |
| YTD | -7.3% | +28.7% | -36.0% | -17.1% |
| 1Y | +1.1% | +13.7% | -12.5% | -7.7% |
| All | +1.1% | +19.9% | -18.7% | -7.7% |
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