+13,634.3%
TSM vs WSM
+6,868.0%
+6,766.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.3% |
| 7D | +2.7% | -3.3% | +6.0% | +3.7% |
| 30D | +3.6% | -8.4% | +12.0% | +6.1% |
| 3M | -3.4% | +9.7% | -13.0% | -6.2% |
| 6M | +20.6% | +16.7% | +3.9% | +14.9% |
| YTD | +41.9% | +28.7% | +13.2% | +31.3% |
| 1Y | +84.4% | +13.7% | +70.7% | +76.2% |
| 3Y | +380.2% | +230.1% | +150.1% | +227.1% |
| 5Y | +275.3% | +179.0% | +96.4% | +157.2% |
| 10Y | +1,751.4% | +1,002.5% | +748.9% | +670.3% |
| All | +13,634.3% | +6,868.0% | +6,766.3% | +1,968.6% |
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 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