+311.2%
TPR vs WSM
+1,015.9%
-704.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -3.4% | +2.6% | -5.9% | -4.4% |
| 30D | -27.3% | -9.5% | -17.8% | -24.1% |
| 3M | -16.2% | +12.9% | -29.1% | -20.7% |
| 6M | -17.9% | +23.0% | -40.9% | -25.1% |
| YTD | -7.1% | +28.9% | -36.0% | -17.2% |
| 1Y | +13.6% | +13.7% | 0.0% | +6.6% |
| 3Y | +293.7% | +232.6% | +61.1% | +113.9% |
| 5Y | +239.1% | +185.9% | +53.2% | +88.6% |
| 10Y | +311.2% | +998.6% | -687.4% | +8.9% |
| All | +311.2% | +1,015.9% | -704.7% | +8.9% |
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