-12.6%
TLT vs WSM
+1,131.4%
-1,144.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +1.0% | +5.1% | -4.0% | +1.1% |
| 3M | -2.7% | +5.1% | -7.8% | -2.7% |
| 6M | -4.1% | +48.6% | -52.7% | -3.8% |
| YTD | -5.4% | +44.2% | -49.5% | -5.0% |
| 1Y | -7.0% | +38.1% | -45.1% | -6.7% |
| 3Y | +2.8% | +257.2% | -254.4% | +5.7% |
| 5Y | -35.4% | +165.1% | -200.5% | -34.2% |
| All | -12.6% | +1,131.4% | -1,144.0% | -1.3% |
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