+1,925.8%
MRVL vs WSM
+1,071.8%
+854.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +5.6% | -0.5% | +6.1% | +5.9% |
| 30D | +8.8% | -7.7% | +16.5% | +12.3% |
| 3M | -15.9% | +3.8% | -19.6% | -17.6% |
| 6M | +161.3% | +22.7% | +138.6% | +138.9% |
| YTD | +178.2% | +28.0% | +150.2% | +148.6% |
| 1Y | +255.3% | +12.7% | +242.6% | +232.7% |
| 3Y | +323.1% | +231.3% | +91.8% | +146.7% |
| 5Y | +293.2% | +177.2% | +116.0% | +137.6% |
| All | +1,925.8% | +1,071.8% | +854.0% | +635.7% |
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