+8,579.1%
TPR vs WSM
+5,626.6%
+2,952.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +12.1% | +3.1% | +9.0% | +10.4% |
| 30D | +16.7% | +8.5% | +8.2% | +12.5% |
| 3M | -17.4% | +4.6% | -22.0% | -19.2% |
| 6M | +2.3% | +44.5% | -42.3% | -13.2% |
| YTD | +7.1% | +48.4% | -41.3% | -10.3% |
| 1Y | +29.5% | +36.2% | -6.7% | +12.4% |
| 3Y | +415.0% | +268.8% | +146.3% | +173.6% |
| 5Y | +261.5% | +185.2% | +76.2% | +105.0% |
| 10Y | +383.3% | +1,175.8% | -792.5% | +28.3% |
| All | +8,579.1% | +5,626.6% | +2,952.5% | +921.1% |
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