+2,659.4%
MDY vs WSM
+16,693.9%
-14,034.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +1.0% | +2.6% | -1.5% | +0.4% |
| 30D | -3.1% | -9.5% | +6.4% | -1.0% |
| 3M | +1.8% | +12.9% | -11.1% | -1.1% |
| 6M | +10.8% | +23.0% | -12.2% | +5.3% |
| YTD | +14.4% | +28.9% | -14.5% | +7.4% |
| 1Y | +15.2% | +13.7% | +1.5% | +11.0% |
| 3Y | +51.2% | +232.6% | -181.4% | +10.3% |
| 5Y | +47.2% | +185.9% | -138.6% | +7.9% |
| 10Y | +171.1% | +998.6% | -827.5% | +38.2% |
| All | +2,659.4% | +16,693.9% | -14,034.5% | +651.5% |
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 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