+67.0%
MAR vs WSM
+232.0%
-165.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.5% | +2.6% | -3.1% | -1.1% |
| 30D | -4.7% | -9.3% | +4.6% | -2.6% |
| 3M | -15.6% | +7.1% | -22.7% | -17.2% |
| 6M | +1.2% | +21.7% | -20.5% | -3.6% |
| YTD | +7.5% | +28.7% | -21.2% | +1.1% |
| 1Y | +26.6% | +13.9% | +12.8% | +21.8% |
| All | +67.0% | +232.0% | -165.0% | +37.6% |
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 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