+668.9%
TEL vs WSM
+2,022.1%
-1,353.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.2% | +2.6% | -1.4% | +0.4% |
| 30D | -4.1% | -9.3% | +5.2% | -1.1% |
| 3M | -2.6% | +7.1% | -9.7% | -4.9% |
| 6M | 0.0% | +21.7% | -21.7% | -6.3% |
| YTD | -9.1% | +28.7% | -37.8% | -16.4% |
| 1Y | -0.8% | +13.9% | -14.7% | -5.6% |
| 3Y | +67.4% | +232.2% | -164.8% | +6.2% |
| 5Y | +51.8% | +176.4% | -124.6% | -2.3% |
| 10Y | +299.4% | +1,072.4% | -773.0% | +39.2% |
| All | +668.9% | +2,022.1% | -1,353.2% | +57.1% |
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