+3.0%
MCHP vs WSM
+175.3%
-172.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.5% | +3.2% |
| 7D | 0.0% | -0.5% | +0.6% | +0.3% |
| 30D | -6.0% | -7.7% | +1.7% | -2.6% |
| 3M | -19.7% | +3.8% | -23.5% | -21.1% |
| 6M | +14.0% | +22.7% | -8.6% | +3.6% |
| YTD | +18.4% | +28.0% | -9.6% | +5.0% |
| 1Y | +17.1% | +12.7% | +4.4% | +9.5% |
| 3Y | +0.7% | +231.3% | -230.6% | -43.5% |
| All | +3.0% | +175.3% | -172.3% | -40.6% |
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 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