+1,802.9%
TER vs WSM
+1,058.9%
+744.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -2.9% |
| 7D | +9.4% | +0.4% | +8.9% | +9.2% |
| 30D | -2.4% | -10.7% | +8.3% | +2.0% |
| 3M | +6.5% | +8.5% | -1.9% | +2.8% |
| 6M | +23.2% | +19.6% | +3.5% | +14.8% |
| YTD | +91.5% | +26.6% | +64.9% | +75.2% |
| 1Y | +214.8% | +12.0% | +202.9% | +200.9% |
| 3Y | +275.3% | +226.6% | +48.7% | +136.2% |
| 5Y | +211.9% | +174.1% | +37.8% | +100.6% |
| All | +1,802.9% | +1,058.9% | +744.1% | +676.0% |
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 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