+328.7%
WM vs WSM
+1,313.8%
-985.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.1% |
| 7D | -0.5% | +0.9% | -1.3% | -0.6% |
| 30D | +13.3% | +8.6% | +4.7% | +12.4% |
| 3M | +4.4% | +4.2% | +0.1% | +3.9% |
| 6M | +10.8% | +44.6% | -33.8% | +7.0% |
| YTD | +9.1% | +48.5% | -39.4% | +4.8% |
| 1Y | +19.1% | +34.7% | -15.5% | +15.4% |
| 3Y | +45.7% | +271.0% | -225.4% | +22.8% |
| 5Y | +60.4% | +180.9% | -120.5% | +37.3% |
| 10Y | +328.7% | +1,235.4% | -906.7% | +180.4% |
| All | +328.7% | +1,313.8% | -985.1% | +180.4% |
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