+3,153.3%
MLM vs WSM
+19,269.0%
-16,115.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.9% | +3.1% | -6.0% | -3.5% |
| 30D | +10.4% | +8.5% | +1.9% | +8.5% |
| 3M | -3.7% | +4.6% | -8.3% | -4.7% |
| 6M | -10.3% | +44.5% | -54.8% | -17.3% |
| YTD | -14.8% | +48.4% | -63.2% | -22.0% |
| 1Y | -13.9% | +36.2% | -50.1% | -19.8% |
| 3Y | +18.4% | +268.8% | -250.4% | -14.7% |
| 5Y | +31.8% | +185.2% | -153.4% | -2.5% |
| 10Y | +143.4% | +1,175.8% | -1,032.4% | +22.1% |
| All | +3,153.3% | +19,269.0% | -16,115.7% | +972.4% |
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