+3,070.5%
MLM vs WSM
+16,690.7%
-13,620.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +0.7% |
| 7D | -2.9% | -3.3% | +0.4% | -2.2% |
| 30D | -6.8% | -8.4% | +1.6% | -5.0% |
| 3M | -11.2% | +9.7% | -20.9% | -13.0% |
| 6M | -21.8% | +16.7% | -38.5% | -24.5% |
| YTD | -17.0% | +28.7% | -45.7% | -21.6% |
| 1Y | -16.4% | +13.7% | -30.0% | -19.0% |
| 3Y | +14.5% | +230.1% | -215.6% | -15.6% |
| 5Y | +41.7% | +179.0% | -137.2% | +5.3% |
| 10Y | +200.0% | +1,002.5% | -802.5% | +55.5% |
| All | +3,070.5% | +16,690.7% | -13,620.2% | +978.8% |
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