+120.1%
MAR vs WSM
+260.3%
-140.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +13.8% | +5.1% | +8.7% | +12.4% |
| 3M | +20.3% | +5.1% | +15.2% | +18.7% |
| 6M | +21.3% | +48.6% | -27.3% | +9.9% |
| YTD | +37.2% | +44.2% | -7.0% | +25.1% |
| 1Y | +48.4% | +38.1% | +10.4% | +36.5% |
| 3Y | +120.1% | +257.2% | -137.1% | +61.7% |
| All | +120.1% | +260.3% | -140.2% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling