+2.4%
MELI vs WSM
+175.3%
-172.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -4.1% | -0.5% | -3.6% | -3.9% |
| 30D | +3.8% | -7.7% | +11.5% | +6.8% |
| 3M | +17.8% | +3.8% | +14.1% | +15.7% |
| 6M | +7.4% | +22.7% | -15.2% | -1.2% |
| YTD | -5.8% | +28.0% | -33.8% | -15.3% |
| 1Y | -18.9% | +12.7% | -31.6% | -23.8% |
| 3Y | +33.3% | +231.3% | -197.9% | -38.2% |
| All | +2.4% | +175.3% | -172.9% | -51.9% |
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