+4.7%
WY vs WSM
+1,071.8%
-1,067.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -4.2% | -0.5% | -3.6% | -4.0% |
| 30D | -10.1% | -7.7% | -2.4% | -7.9% |
| 3M | -8.5% | +3.8% | -12.3% | -9.7% |
| 6M | -3.3% | +22.7% | -26.0% | -9.6% |
| YTD | -4.4% | +28.0% | -32.4% | -12.2% |
| 1Y | -11.5% | +12.7% | -24.2% | -15.8% |
| 3Y | -24.3% | +231.3% | -255.6% | -52.7% |
| 5Y | -21.3% | +177.2% | -198.5% | -50.2% |
| All | +4.7% | +1,071.8% | -1,067.0% | -62.9% |
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