+1,757.2%
TSM vs WSM
+1,058.9%
+698.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +1.4% | -10.7% | +12.1% | +4.4% |
| 3M | +5.0% | +8.5% | -3.5% | +2.4% |
| 6M | +24.0% | +19.6% | +4.3% | +17.6% |
| YTD | +41.6% | +26.6% | +15.0% | +32.2% |
| 1Y | +66.2% | +12.0% | +54.2% | +59.9% |
| 3Y | +398.2% | +226.6% | +171.6% | +256.1% |
| 5Y | +277.6% | +174.1% | +103.5% | +171.5% |
| All | +1,757.2% | +1,058.9% | +698.3% | +903.6% |
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