+99.0%
MNST vs WSM
+184.9%
-86.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.6% |
| 7D | -5.0% | +0.9% | -5.8% | -5.1% |
| 30D | +4.6% | +8.6% | -4.0% | +3.5% |
| 3M | +1.0% | +4.2% | -3.2% | +0.4% |
| 6M | +5.8% | +44.6% | -38.8% | +0.9% |
| YTD | +19.1% | +48.5% | -29.5% | +12.9% |
| 1Y | +30.9% | +34.7% | -3.8% | +25.5% |
| 3Y | +65.7% | +271.0% | -205.3% | +29.3% |
| 5Y | +99.0% | +180.9% | -82.0% | +61.5% |
| All | +99.0% | +184.9% | -86.0% | +61.5% |
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 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