+67.3%
MA vs WSM
+182.9%
-115.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.8% | +2.6% | -4.3% | -2.2% |
| 30D | +1.4% | -9.5% | +10.9% | +3.0% |
| 3M | +17.7% | +12.9% | +4.9% | +15.3% |
| 6M | +9.7% | +23.0% | -13.4% | +5.6% |
| YTD | +0.5% | +28.9% | -28.4% | -4.1% |
| 1Y | -2.1% | +13.7% | -15.7% | -4.8% |
| 3Y | +40.1% | +232.6% | -192.5% | +4.2% |
| All | +67.3% | +182.9% | -115.5% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling