+228.3%
WAT vs WSM
+1,131.4%
-903.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +5.4% | +5.1% | +0.3% | +4.1% |
| 3M | +11.3% | +5.1% | +6.2% | +9.8% |
| 6M | +37.4% | +48.6% | -11.2% | +24.9% |
| YTD | +21.2% | +44.2% | -23.0% | +11.0% |
| 1Y | +21.3% | +38.1% | -16.7% | +12.1% |
| 3Y | +83.4% | +257.2% | -173.8% | +35.1% |
| 5Y | +29.0% | +165.1% | -136.1% | -2.7% |
| All | +228.3% | +1,131.4% | -903.0% | +77.0% |
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