-19.2%
TRI vs WSM
+230.1%
-249.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.9% |
| 3M | +22.1% | +3.8% | +18.3% | +21.9% |
| 6M | -2.8% | +22.7% | -25.4% | -4.0% |
| YTD | -23.4% | +28.0% | -51.4% | -24.6% |
| 1Y | -41.5% | +12.7% | -54.3% | -42.0% |
| 3Y | -19.2% | +231.3% | -250.5% | -29.5% |
| All | -19.2% | +230.1% | -249.3% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling