+1,282.5%
TSEM vs WSM
+1,071.8%
+210.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.4% |
| 7D | -4.9% | -0.5% | -4.3% | -4.7% |
| 30D | -18.7% | -7.7% | -11.0% | -17.1% |
| 3M | -18.1% | +3.8% | -21.9% | -19.0% |
| 6M | +77.1% | +22.7% | +54.4% | +68.0% |
| YTD | +80.1% | +28.0% | +52.1% | +68.9% |
| 1Y | +220.4% | +12.7% | +207.7% | +208.9% |
| 3Y | +650.1% | +231.3% | +418.8% | +455.5% |
| 5Y | +628.9% | +177.2% | +451.7% | +440.7% |
| All | +1,282.5% | +1,071.8% | +210.7% | +587.3% |
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