-38.4%
U vs WSM
+457.2%
-495.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.1% |
| 7D | 0.0% | +0.4% | -0.5% | -0.3% |
| 30D | -4.1% | -10.7% | +6.6% | +2.3% |
| 3M | +57.8% | +8.5% | +49.3% | +49.6% |
| 6M | +103.5% | +19.6% | +83.9% | +80.2% |
| YTD | -4.8% | +26.6% | -31.4% | -18.5% |
| 1Y | -2.4% | +12.0% | -14.3% | -10.7% |
| 3Y | +11.7% | +226.6% | -215.0% | -52.9% |
| 5Y | -68.9% | +174.1% | -243.0% | -86.4% |
| All | -38.4% | +457.2% | -495.7% | -80.4% |
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