-37.6%
TENB vs WSM
+175.3%
-212.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.3% |
| 7D | -12.1% | -0.5% | -11.6% | -12.0% |
| 30D | -18.6% | -7.7% | -10.9% | -16.8% |
| 3M | +12.1% | +3.8% | +8.3% | +10.8% |
| 6M | +46.8% | +22.7% | +24.1% | +37.9% |
| YTD | +28.0% | +28.0% | 0.0% | +18.5% |
| 1Y | -1.4% | +12.7% | -14.1% | -5.6% |
| 3Y | -33.9% | +231.3% | -265.2% | -59.6% |
| All | -37.6% | +175.3% | -212.8% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling