-35.1%
TLT vs WSM
+165.0%
-200.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.3% |
| 7D | -2.7% | -3.2% | +0.5% | -2.6% |
| 30D | +2.2% | +4.6% | -2.5% | +2.0% |
| 3M | -1.7% | +2.4% | -4.2% | -1.9% |
| 6M | -4.0% | +43.7% | -47.6% | -5.1% |
| YTD | -4.9% | +42.1% | -47.0% | -6.2% |
| 1Y | -7.4% | +32.3% | -39.6% | -8.4% |
| 3Y | +3.0% | +253.0% | -250.0% | -1.1% |
| 5Y | -35.1% | +161.3% | -196.4% | -40.5% |
| All | -35.1% | +165.0% | -200.1% | -40.5% |
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