+78.1%
MMM vs WSM
+1,113.6%
-1,035.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.4% |
| 7D | -0.8% | -3.2% | +2.4% | -0.1% |
| 30D | +14.4% | +4.6% | +9.8% | +13.4% |
| 3M | +1.8% | +2.4% | -0.7% | +1.2% |
| 6M | +31.3% | +43.7% | -12.4% | +20.9% |
| YTD | +18.0% | +42.1% | -24.1% | +8.6% |
| 1Y | +10.9% | +32.3% | -21.4% | +3.6% |
| 3Y | +160.6% | +253.0% | -92.4% | +89.3% |
| 5Y | +44.5% | +161.3% | -116.8% | +8.1% |
| All | +78.1% | +1,113.6% | -1,035.5% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling