+3,086.3%
MLM vs WSM
+18,441.8%
-15,355.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.3% |
| 7D | -2.0% | -3.2% | +1.2% | -1.3% |
| 30D | +9.5% | +4.6% | +4.9% | +8.4% |
| 3M | -4.7% | +2.4% | -7.2% | -5.3% |
| 6M | -10.7% | +43.7% | -54.4% | -17.6% |
| YTD | -16.6% | +42.1% | -58.7% | -22.9% |
| 1Y | -15.4% | +32.3% | -47.6% | -20.7% |
| 3Y | +15.9% | +253.0% | -237.1% | -15.6% |
| 5Y | +27.1% | +161.3% | -134.1% | -4.2% |
| 10Y | +142.3% | +1,105.9% | -963.6% | +23.1% |
| All | +3,086.3% | +18,441.8% | -15,355.5% | +960.3% |
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 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