+14,183.4%
TER vs WSM
+34,755.7%
-20,572.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +4.8% |
| 7D | +0.6% | -3.3% | +3.9% | +1.7% |
| 30D | -8.3% | -8.4% | +0.1% | -5.7% |
| 3M | -12.2% | +9.7% | -21.9% | -15.0% |
| 6M | +17.1% | +16.7% | +0.4% | +11.8% |
| YTD | +84.7% | +28.7% | +56.0% | +71.2% |
| 1Y | +199.9% | +13.7% | +186.3% | +188.5% |
| 3Y | +232.8% | +230.1% | +2.7% | +124.2% |
| 5Y | +198.6% | +179.0% | +19.6% | +106.5% |
| 10Y | +1,669.7% | +1,002.5% | +667.2% | +635.0% |
| All | +14,183.4% | +34,755.7% | -20,572.3% | +2,068.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling