+309.3%
TEL vs WSM
+1,071.8%
-762.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.3% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -0.7% | -7.7% | +7.1% | +1.7% |
| 3M | +2.4% | +3.8% | -1.3% | +1.1% |
| 6M | +4.1% | +22.7% | -18.5% | -2.1% |
| YTD | -5.8% | +28.0% | -33.8% | -12.6% |
| 1Y | +0.9% | +12.7% | -11.8% | -3.2% |
| 3Y | +72.6% | +231.3% | -158.7% | +14.9% |
| 5Y | +57.5% | +177.2% | -119.6% | +6.0% |
| All | +309.3% | +1,071.8% | -762.4% | +64.9% |
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 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