-58.7%
MARA vs WSM
+44.0%
-102.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.5% | -10.5% | -7.4% |
| 7D | -6.5% | +8.0% | -14.5% | -10.8% |
| 30D | -38.5% | +13.5% | -52.0% | -43.3% |
| 3M | -41.5% | +8.8% | -50.4% | -44.9% |
| 6M | -41.9% | +54.7% | -96.6% | -59.5% |
| YTD | -23.5% | +53.3% | -76.8% | -45.9% |
| 1Y | -58.7% | +41.1% | -99.8% | -68.9% |
| All | -58.7% | +44.0% | -102.6% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling