+1,025.2%
MKTX vs WSM
+1,682.5%
-657.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +0.8% | -10.7% | +11.5% | +3.9% |
| 3M | +41.1% | +8.5% | +32.7% | +37.4% |
| 6M | -9.5% | +19.6% | -29.2% | -14.8% |
| YTD | -8.7% | +26.6% | -35.3% | -15.8% |
| 1Y | -10.0% | +12.0% | -21.9% | -14.6% |
| 3Y | -24.6% | +226.6% | -251.3% | -52.6% |
| 5Y | -60.3% | +174.1% | -234.4% | -75.0% |
| 10Y | +5.0% | +1,052.9% | -1,047.9% | -65.8% |
| All | +1,025.2% | +1,682.5% | -657.4% | +119.8% |
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