+206.2%
MLM vs WSM
+1,020.0%
-813.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +0.6% |
| 7D | -2.9% | -3.3% | +0.4% | -2.0% |
| 30D | -6.8% | -8.4% | +1.6% | -4.5% |
| 3M | -11.2% | +9.7% | -20.9% | -13.4% |
| 6M | -21.8% | +16.7% | -38.5% | -25.2% |
| YTD | -17.0% | +28.7% | -45.7% | -22.8% |
| 1Y | -16.4% | +13.7% | -30.0% | -19.8% |
| 3Y | +14.5% | +230.1% | -215.6% | -23.6% |
| 5Y | +41.7% | +179.0% | -137.2% | -5.0% |
| All | +206.2% | +1,020.0% | -813.7% | +8.3% |
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