-1.6%
MDLN vs WSM
+46.6%
-48.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +6.5% | +11.9% | +15.6% |
| 7D | +24.7% | +8.0% | +16.7% | +21.0% |
| 30D | +12.7% | +13.5% | -0.8% | +7.5% |
| 3M | -4.0% | +8.8% | -12.9% | -7.2% |
| 6M | -8.7% | +54.7% | -63.4% | -20.5% |
| YTD | -3.9% | +53.3% | -57.2% | -12.8% |
| All | -1.6% | +46.6% | -48.2% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling