+191.1%
TRI vs WSM
+1,071.8%
-880.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -4.5% | -7.7% | +3.2% | -3.5% |
| 3M | +22.1% | +3.8% | +18.3% | +21.5% |
| 6M | -2.8% | +22.7% | -25.4% | -5.6% |
| YTD | -23.4% | +28.0% | -51.4% | -26.1% |
| 1Y | -41.5% | +12.7% | -54.3% | -42.8% |
| 3Y | -19.2% | +231.3% | -250.5% | -34.6% |
| 5Y | -9.4% | +177.2% | -186.6% | -26.7% |
| All | +191.1% | +1,071.8% | -880.7% | +78.5% |
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