+161.8%
WAT vs WSM
+1,058.9%
-897.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -3.2% | -10.7% | +7.5% | -0.7% |
| 3M | +10.6% | +8.5% | +2.1% | +8.3% |
| 6M | +34.0% | +19.6% | +14.4% | +28.4% |
| YTD | +5.7% | +26.6% | -20.9% | -0.1% |
| 1Y | +37.1% | +12.0% | +25.1% | +32.8% |
| 3Y | +52.4% | +226.6% | -174.3% | +14.6% |
| 5Y | -4.4% | +174.1% | -178.5% | -27.9% |
| All | +161.8% | +1,058.9% | -897.1% | +42.5% |
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