+149.4%
MAR vs WSM
+175.3%
-25.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | -15.5% | +3.8% | -19.3% | -16.6% |
| 6M | +3.0% | +22.7% | -19.7% | -2.9% |
| YTD | +8.5% | +28.0% | -19.5% | +1.0% |
| 1Y | +26.0% | +12.7% | +13.2% | +20.7% |
| 3Y | +68.6% | +231.3% | -162.7% | +14.4% |
| All | +149.4% | +175.3% | -25.9% | +63.1% |
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