+20.2%
MRSH vs WWD
+184.1%
-163.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -4.8% | -2.6% | -2.2% | -4.4% |
| 30D | -6.3% | -6.9% | +0.6% | -5.4% |
| 3M | +5.8% | -13.0% | +18.9% | +7.5% |
| 6M | +2.8% | -12.5% | +15.2% | +3.8% |
| YTD | -3.1% | +11.8% | -15.0% | -7.2% |
| 1Y | -11.3% | +41.1% | -52.3% | -19.6% |
| 3Y | -5.0% | +163.1% | -168.0% | -28.9% |
| All | +20.2% | +184.1% | -163.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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