+302.0%
TRV vs WSM
+1,071.8%
-769.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.9% |
| 7D | +1.9% | -0.5% | +2.5% | +2.0% |
| 30D | +1.7% | -7.7% | +9.4% | +2.8% |
| 3M | +23.9% | +3.8% | +20.1% | +23.1% |
| 6M | +26.3% | +22.7% | +3.6% | +22.4% |
| YTD | +30.8% | +28.0% | +2.8% | +25.7% |
| 1Y | +36.3% | +12.7% | +23.6% | +33.1% |
| 3Y | +145.0% | +231.3% | -86.3% | +94.0% |
| 5Y | +163.9% | +177.2% | -13.3% | +109.0% |
| All | +302.0% | +1,071.8% | -769.7% | +112.8% |
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