-35.1%
TLT vs WSM
+171.2%
-206.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -1.3% | -10.7% | +9.4% | -1.0% |
| 3M | -3.7% | +8.5% | -12.2% | -4.0% |
| 6M | -6.4% | +19.6% | -26.0% | -6.9% |
| YTD | -4.5% | +26.6% | -31.1% | -5.3% |
| 1Y | -5.9% | +12.0% | -17.8% | -6.3% |
| 3Y | -2.8% | +226.6% | -229.5% | -6.1% |
| 5Y | -35.1% | +174.1% | -209.2% | -38.5% |
| All | -35.1% | +171.2% | -206.3% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling