+4.6%
MKTX vs WSM
+1,071.8%
-1,067.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +0.7% | -7.7% | +8.4% | +1.8% |
| 3M | +40.8% | +3.8% | +37.0% | +39.8% |
| 6M | -8.0% | +22.7% | -30.7% | -11.1% |
| YTD | -8.7% | +28.0% | -36.7% | -12.6% |
| 1Y | -11.8% | +12.7% | -24.6% | -14.2% |
| 3Y | -24.0% | +231.3% | -255.3% | -42.1% |
| 5Y | -60.3% | +177.2% | -237.5% | -69.8% |
| All | +4.6% | +1,071.8% | -1,067.2% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling