+34.9%
MAS vs WSM
+30.0%
+4.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -0.8% |
| 7D | +2.0% | +0.5% | +1.4% | +1.7% |
| 30D | +19.4% | +6.0% | +13.4% | +15.4% |
| 3M | +9.4% | +3.2% | +6.2% | +7.4% |
| 6M | +15.3% | +37.1% | -21.8% | -2.3% |
| YTD | +31.3% | +44.2% | -12.9% | +7.3% |
| 1Y | +34.9% | +34.2% | +0.7% | +13.0% |
| All | +34.9% | +30.0% | +4.9% | +13.0% |
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