+1,682.0%
MAS vs WSM
+41,419.2%
-39,737.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.5% | -0.8% | +4.0% |
| 7D | +14.2% | +8.0% | +6.2% | +12.0% |
| 30D | +26.8% | +13.5% | +13.3% | +22.9% |
| 3M | +13.1% | +8.8% | +4.3% | +10.8% |
| 6M | +27.9% | +54.7% | -26.8% | +14.9% |
| YTD | +38.7% | +53.3% | -14.6% | +24.6% |
| 1Y | +40.4% | +41.1% | -0.7% | +28.7% |
| 3Y | +66.1% | +266.1% | -200.0% | +16.5% |
| 5Y | +47.4% | +186.1% | -138.6% | +6.8% |
| 10Y | +238.3% | +1,325.8% | -1,087.4% | +53.7% |
| All | +1,682.0% | +41,419.2% | -39,737.2% | +328.3% |
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