+433.8%
MAR vs WSM
+1,071.8%
-637.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -5.4% | -7.7% | +2.3% | -3.3% |
| 3M | -15.5% | +3.8% | -19.3% | -16.6% |
| 6M | +3.0% | +22.7% | -19.7% | -3.1% |
| YTD | +8.5% | +28.0% | -19.5% | +0.7% |
| 1Y | +26.0% | +12.7% | +13.2% | +20.5% |
| 3Y | +68.6% | +231.3% | -162.7% | +13.1% |
| 5Y | +157.4% | +177.2% | -19.8% | +73.7% |
| All | +433.8% | +1,071.8% | -637.9% | +113.9% |
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