+131.2%
TLT vs WSM
+2,659.3%
-2,528.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.3% |
| 7D | -0.4% | -3.3% | +2.8% | -0.6% |
| 30D | -0.6% | -8.4% | +7.8% | -1.0% |
| 3M | -2.7% | +9.7% | -12.4% | -2.3% |
| 6M | -5.6% | +16.7% | -22.3% | -4.8% |
| YTD | -2.8% | +28.7% | -31.5% | -1.4% |
| 1Y | -1.4% | +13.7% | -15.1% | -0.6% |
| 3Y | -1.6% | +230.1% | -231.7% | +6.6% |
| 5Y | -33.8% | +179.0% | -212.8% | -28.4% |
| 10Y | -21.1% | +1,002.5% | -1,023.7% | -2.2% |
| All | +131.2% | +2,659.3% | -2,528.1% | +238.7% |
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