-66.3%
MARA vs WSM
+175.3%
-241.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.0% |
| 7D | +5.9% | -0.5% | +6.4% | +6.4% |
| 30D | +24.3% | -7.7% | +32.0% | +31.6% |
| 3M | -12.0% | +3.8% | -15.7% | -16.0% |
| 6M | +40.1% | +22.7% | +17.4% | +16.8% |
| YTD | +33.4% | +28.0% | +5.4% | +8.2% |
| 1Y | -23.7% | +12.7% | -36.5% | -32.7% |
| 3Y | +19.0% | +231.3% | -212.3% | -65.4% |
| All | -66.3% | +175.3% | -241.6% | -88.5% |
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