+7,291.9%
MCO vs WSM
+8,551.4%
-1,259.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -3.8% | -0.5% | -3.2% | -3.7% |
| 30D | -0.4% | -7.7% | +7.3% | +1.3% |
| 3M | +7.7% | +3.8% | +4.0% | +6.7% |
| 6M | +7.0% | +22.7% | -15.7% | +2.0% |
| YTD | -6.4% | +28.0% | -34.4% | -11.8% |
| 1Y | -7.6% | +12.7% | -20.4% | -10.9% |
| 3Y | +43.2% | +231.3% | -188.0% | +5.5% |
| 5Y | +29.6% | +177.2% | -147.6% | -3.6% |
| 10Y | +389.2% | +1,065.8% | -676.6% | +151.4% |
| All | +7,291.9% | +8,551.4% | -1,259.6% | +2,297.7% |
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