+2,498.9%
MAR vs WSM
+4,602.0%
-2,103.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | -4.2% | -3.3% | -0.9% | -3.3% |
| 30D | -6.7% | -8.4% | +1.7% | -4.4% |
| 3M | -12.5% | +9.7% | -22.1% | -15.1% |
| 6M | +0.6% | +16.7% | -16.1% | -4.1% |
| YTD | +9.1% | +28.7% | -19.6% | +0.9% |
| 1Y | +26.2% | +13.7% | +12.6% | +20.5% |
| 3Y | +68.2% | +230.1% | -161.9% | +12.6% |
| 5Y | +163.9% | +179.0% | -15.0% | +77.9% |
| 10Y | +420.6% | +1,002.5% | -582.0% | +113.8% |
| All | +2,498.9% | +4,602.0% | -2,103.1% | +456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling