+47.4%
TER vs WSM
+31.6%
+15.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +2.1% |
| 7D | +24.0% | -3.2% | +27.2% | +26.5% |
| 30D | -30.6% | +4.6% | -35.3% | -33.4% |
| 3M | -34.5% | +2.4% | -36.9% | -36.2% |
| 6M | -26.4% | +43.7% | -70.0% | -47.3% |
| YTD | +36.4% | +42.1% | -5.7% | +2.7% |
| 1Y | +47.4% | +32.3% | +15.2% | +12.7% |
| All | +47.4% | +31.6% | +15.8% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling