+995.4%
TER vs WSM
+1,131.4%
-135.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.8% | -6.0% |
| 7D | +14.4% | 0.0% | +14.4% | +14.4% |
| 30D | -30.6% | +5.1% | -35.7% | -32.3% |
| 3M | -39.2% | +5.1% | -44.3% | -40.8% |
| 6M | -31.3% | +48.6% | -79.9% | -41.9% |
| YTD | +29.1% | +44.2% | -15.1% | +11.4% |
| 1Y | +47.4% | +38.1% | +9.3% | +29.1% |
| 3Y | +191.2% | +257.2% | -66.0% | +75.7% |
| 5Y | +74.0% | +165.1% | -91.1% | +11.1% |
| All | +995.4% | +1,131.4% | -135.9% | +316.3% |
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