+3,172.5%
MMM vs WSM
+40,107.9%
-36,935.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +7.0% | +3.1% | +3.9% | +6.5% |
| 30D | +18.4% | +8.5% | +9.9% | +17.1% |
| 3M | +4.5% | +4.6% | -0.1% | +3.8% |
| 6M | +33.4% | +44.5% | -11.1% | +26.4% |
| YTD | +20.0% | +48.4% | -28.5% | +13.0% |
| 1Y | +15.0% | +36.2% | -21.2% | +9.6% |
| 3Y | +165.0% | +268.8% | -103.8% | +115.1% |
| 5Y | +47.9% | +185.2% | -137.3% | +21.8% |
| 10Y | +79.6% | +1,175.8% | -1,096.2% | +16.4% |
| All | +3,172.5% | +40,107.9% | -36,935.4% | +1,296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling