+1,392.2%
MAS vs WSM
+34,755.7%
-33,363.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.3% |
| 7D | -0.8% | -3.3% | +2.5% | +0.1% |
| 30D | -5.6% | -8.4% | +2.8% | -3.4% |
| 3M | +4.4% | +9.7% | -5.2% | +2.2% |
| 6M | +7.2% | +16.7% | -9.5% | +3.3% |
| YTD | +16.1% | +28.7% | -12.6% | +9.0% |
| 1Y | +0.1% | +13.7% | -13.6% | -3.3% |
| 3Y | +28.3% | +230.1% | -201.8% | -7.9% |
| 5Y | +30.5% | +179.0% | -148.5% | -5.0% |
| 10Y | +139.1% | +1,002.5% | -863.4% | +15.7% |
| All | +1,392.2% | +34,755.7% | -33,363.5% | +274.6% |
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