+17.4%
TPR vs WSM
+19.9%
-2.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -1.1% |
| 7D | -2.3% | -3.3% | +1.0% | -0.5% |
| 30D | -23.0% | -8.4% | -14.6% | -19.1% |
| 3M | -12.5% | +9.7% | -22.1% | -17.1% |
| 6M | -21.4% | +16.7% | -38.1% | -28.5% |
| YTD | -3.5% | +28.7% | -32.2% | -17.4% |
| 1Y | +17.4% | +13.7% | +3.7% | +5.7% |
| All | +17.4% | +19.9% | -2.5% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling