+505.0%
TRI vs WSM
+2,147.2%
-1,642.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -14.4% | +0.4% | -14.8% | -14.5% |
| 30D | -8.1% | -10.7% | +2.6% | -6.3% |
| 3M | +17.5% | +8.5% | +9.1% | +15.8% |
| 6M | -5.0% | +19.6% | -24.6% | -8.3% |
| YTD | -24.7% | +26.6% | -51.3% | -28.3% |
| 1Y | -41.5% | +12.0% | -53.4% | -43.2% |
| 3Y | -20.3% | +226.6% | -247.0% | -39.4% |
| 5Y | -10.9% | +174.1% | -185.1% | -32.4% |
| 10Y | +190.6% | +1,052.9% | -862.4% | +50.9% |
| All | +505.0% | +2,147.2% | -1,642.2% | +91.9% |
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 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