-21.0%
MDLN vs WSM
+21.1%
-42.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.3% |
| 7D | -11.5% | +0.4% | -11.9% | -11.6% |
| 30D | -7.6% | -10.7% | +3.2% | -4.0% |
| 3M | -11.4% | +8.5% | -19.8% | -13.4% |
| 6M | -24.5% | +19.6% | -44.1% | -28.3% |
| YTD | -22.9% | +26.6% | -49.5% | -25.0% |
| All | -21.0% | +21.1% | -42.1% | -23.4% |
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