+23.0%
MMM vs WSM
+44.0%
-21.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.5% | +3.1% | +7.4% |
| 7D | +12.2% | +8.0% | +4.2% | +9.6% |
| 30D | +18.8% | +13.5% | +5.4% | +14.4% |
| 3M | +7.4% | +8.8% | -1.5% | +4.5% |
| 6M | +38.3% | +54.7% | -16.4% | +22.0% |
| YTD | +22.9% | +53.3% | -30.4% | +8.8% |
| 1Y | +23.0% | +41.1% | -18.1% | +10.7% |
| All | +23.0% | +44.0% | -21.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling