+104.8%
MMM vs WSM
+239.4%
-134.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | +2.6% | -4.2% | -2.1% |
| 30D | -8.0% | -9.5% | +1.5% | -6.1% |
| 3M | +9.4% | +12.9% | -3.5% | +6.5% |
| 6M | +10.2% | +23.0% | -12.8% | +5.3% |
| YTD | +6.1% | +28.9% | -22.8% | +0.3% |
| 1Y | +10.8% | +13.7% | -2.9% | +7.1% |
| 3Y | +104.8% | +232.6% | -127.8% | +66.3% |
| All | +104.8% | +239.4% | -134.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling