+7,787.5%
MDT vs WSM
+34,771.0%
-26,983.5%
-57.6%
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% | -2.9% | -0.6% |
| 30D | +2.8% | -9.3% | +12.1% | +4.0% |
| 3M | +13.1% | +7.1% | +6.0% | +12.1% |
| 6M | +2.3% | +21.7% | -19.4% | -0.3% |
| YTD | -2.7% | +28.7% | -31.4% | -6.0% |
| 1Y | +0.9% | +13.9% | -13.0% | -1.3% |
| 3Y | +26.8% | +232.2% | -205.3% | +5.9% |
| 5Y | -19.5% | +176.4% | -195.8% | -32.7% |
| 10Y | +40.6% | +1,072.4% | -1,031.8% | -6.1% |
| All | +7,787.5% | +34,771.0% | -26,983.5% | +2,899.8% |
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