+261.9%
MOH vs WSM
+1,071.8%
-809.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -0.9% | -7.7% | +6.8% | +0.4% |
| 3M | +5.7% | +3.8% | +1.9% | +4.9% |
| 6M | +39.1% | +22.7% | +16.4% | +33.6% |
| YTD | +17.7% | +28.0% | -10.3% | +11.5% |
| 1Y | +8.4% | +12.7% | -4.3% | +4.9% |
| 3Y | -36.6% | +231.3% | -267.8% | -52.4% |
| 5Y | -19.1% | +177.2% | -196.3% | -39.2% |
| All | +261.9% | +1,071.8% | -809.8% | +90.9% |
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