+302.9%
WM vs WSM
+1,015.9%
-712.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -0.9% | +2.6% | -3.5% | -1.1% |
| 30D | -4.3% | -9.5% | +5.2% | -3.5% |
| 3M | +0.8% | +12.9% | -12.1% | -0.4% |
| 6M | -10.8% | +23.0% | -33.8% | -12.6% |
| YTD | -0.1% | +28.9% | -29.0% | -2.7% |
| 1Y | +1.0% | +13.7% | -12.7% | -0.7% |
| 3Y | +45.1% | +232.6% | -187.5% | +23.1% |
| 5Y | +52.1% | +185.9% | -133.7% | +28.6% |
| 10Y | +302.9% | +998.6% | -695.7% | +165.6% |
| All | +302.9% | +1,015.9% | -712.9% | +165.6% |
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 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