-18.3%
MDT vs WSM
+171.2%
-189.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | +1.0% | -10.7% | +11.8% | +2.2% |
| 3M | +15.2% | +8.5% | +6.7% | +14.2% |
| 6M | +3.7% | +19.6% | -16.0% | +1.8% |
| YTD | -3.0% | +26.6% | -29.6% | -5.4% |
| 1Y | +2.5% | +12.0% | -9.5% | +0.9% |
| 3Y | +26.5% | +226.6% | -200.2% | +6.4% |
| 5Y | -18.3% | +174.1% | -192.4% | -30.5% |
| All | -18.3% | +171.2% | -189.5% | -30.5% |
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