+181.5%
TER vs WSM
+271.0%
-89.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.9% | +3.1% | -12.0% | -10.2% |
| 30D | -39.1% | +8.5% | -47.6% | -41.9% |
| 3M | -32.8% | +4.6% | -37.4% | -34.8% |
| 6M | -31.7% | +44.5% | -76.3% | -44.3% |
| YTD | +26.9% | +48.4% | -21.5% | +3.3% |
| 1Y | +33.6% | +36.2% | -2.6% | +13.0% |
| 3Y | +181.5% | +268.8% | -87.2% | +56.3% |
| All | +181.5% | +271.0% | -89.5% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling