+9,717.5%
TER vs WSM
+40,107.9%
-30,390.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.9% | +3.1% | -12.0% | -9.7% |
| 30D | -39.1% | +8.5% | -47.6% | -40.8% |
| 3M | -32.8% | +4.6% | -37.4% | -34.0% |
| 6M | -31.7% | +44.5% | -76.3% | -39.7% |
| YTD | +26.9% | +48.4% | -21.5% | +11.9% |
| 1Y | +33.6% | +36.2% | -2.6% | +20.9% |
| 3Y | +181.5% | +268.8% | -87.2% | +82.8% |
| 5Y | +76.1% | +185.2% | -109.1% | +20.4% |
| 10Y | +1,006.2% | +1,175.8% | -169.6% | +337.0% |
| All | +9,717.5% | +40,107.9% | -30,390.4% | +1,317.6% |
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