+569.6%
MA vs WSM
+1,181.2%
-611.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.8% | -3.0% | +1.2% | -1.2% |
| 30D | +11.0% | +10.1% | +1.0% | +9.0% |
| 3M | +17.9% | +4.9% | +13.0% | +16.7% |
| 6M | +33.2% | +49.8% | -16.6% | +22.7% |
| YTD | +16.5% | +48.7% | -32.3% | +7.0% |
| 1Y | +19.1% | +38.7% | -19.6% | +10.8% |
| 3Y | +70.6% | +269.5% | -199.0% | +22.2% |
| 5Y | +92.1% | +179.0% | -86.9% | +41.3% |
| 10Y | +569.6% | +1,162.3% | -592.7% | +210.0% |
| All | +569.6% | +1,181.2% | -611.6% | +210.0% |
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