+152.3%
W vs WSM
+1,058.9%
-906.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.2% |
| 7D | +0.5% | +0.4% | 0.0% | +0.1% |
| 30D | -5.6% | -10.7% | +5.1% | +4.4% |
| 3M | +41.9% | +8.5% | +33.4% | +34.6% |
| 6M | +30.2% | +19.6% | +10.6% | +13.8% |
| YTD | -2.9% | +26.6% | -29.5% | -19.2% |
| 1Y | +11.6% | +12.0% | -0.4% | +3.1% |
| 3Y | +37.0% | +226.6% | -189.7% | -49.5% |
| 5Y | -62.8% | +174.1% | -237.0% | -82.9% |
| All | +152.3% | +1,058.9% | -906.5% | -60.1% |
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