+8,398.6%
TPR vs WSM
+5,462.6%
+2,936.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.3% |
| 7D | +14.2% | +0.5% | +13.7% | +13.7% |
| 30D | +17.1% | +6.0% | +11.1% | +14.0% |
| 3M | -17.7% | +3.2% | -20.9% | -19.1% |
| 6M | -10.2% | +37.1% | -47.3% | -22.0% |
| YTD | +4.9% | +44.2% | -39.3% | -11.0% |
| 1Y | +36.1% | +34.2% | +1.9% | +18.9% |
| 3Y | +416.5% | +249.3% | +167.2% | +180.6% |
| 5Y | +254.8% | +169.3% | +85.5% | +106.1% |
| 10Y | +391.7% | +1,241.2% | -849.5% | +27.8% |
| All | +8,398.6% | +5,462.6% | +2,936.0% | +912.2% |
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