+47.9%
MMM vs WSM
+182.7%
-134.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +7.0% | +3.1% | +3.9% | +6.3% |
| 30D | +18.4% | +8.5% | +9.9% | +16.3% |
| 3M | +4.5% | +4.6% | -0.1% | +3.4% |
| 6M | +33.4% | +44.5% | -11.1% | +22.4% |
| YTD | +20.0% | +48.4% | -28.5% | +9.2% |
| 1Y | +15.0% | +36.2% | -21.2% | +6.6% |
| 3Y | +165.0% | +268.8% | -103.8% | +88.6% |
| 5Y | +47.9% | +185.2% | -137.3% | +2.1% |
| All | +47.9% | +182.7% | -134.8% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling