+41,709.6%
MCHP vs WSM
+55,297.9%
-13,588.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | +2.6% | -2.3% | -0.4% |
| 30D | -9.8% | -9.3% | -0.5% | -7.3% |
| 3M | -19.7% | +7.1% | -26.8% | -21.3% |
| 6M | +13.6% | +21.7% | -8.1% | +7.2% |
| YTD | +16.5% | +28.7% | -12.2% | +8.1% |
| 1Y | +15.7% | +13.9% | +1.8% | +10.8% |
| 3Y | 0.0% | +232.2% | -232.2% | -30.0% |
| 5Y | +4.4% | +176.4% | -172.0% | -24.9% |
| 10Y | +201.4% | +1,072.4% | -871.0% | +40.7% |
| All | +41,709.6% | +55,297.9% | -13,588.4% | +7,884.0% |
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 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