+181.2%
MLM vs WSM
+1,223.7%
-1,042.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.3% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | +8.2% | +6.0% | +2.2% | +6.4% |
| 3M | -3.6% | +3.2% | -6.8% | -4.5% |
| 6M | -15.6% | +37.1% | -52.7% | -22.7% |
| YTD | -16.4% | +44.2% | -60.6% | -24.7% |
| 1Y | -14.3% | +34.2% | -48.6% | -21.4% |
| 3Y | +19.3% | +249.3% | -229.9% | -21.3% |
| 5Y | +29.6% | +169.3% | -139.7% | -11.8% |
| All | +181.2% | +1,223.7% | -1,042.4% | -8.0% |
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