+51.2%
MMM vs WSM
+1,058.9%
-1,007.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.6% |
| 7D | -3.2% | +0.4% | -3.7% | -3.3% |
| 30D | -10.7% | -10.7% | 0.0% | -8.4% |
| 3M | +4.3% | +8.5% | -4.2% | +2.3% |
| 6M | +5.9% | +19.6% | -13.7% | +1.5% |
| YTD | +3.2% | +26.6% | -23.4% | -2.5% |
| 1Y | +8.0% | +12.0% | -3.9% | +4.5% |
| 3Y | +99.1% | +226.6% | -127.6% | +46.7% |
| 5Y | +25.7% | +174.1% | -148.4% | -7.0% |
| All | +51.2% | +1,058.9% | -1,007.7% | -21.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling