+1,758.4%
MRVL vs WSM
+4,462.1%
-2,703.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +7.1% | +2.6% | +4.6% | +6.1% |
| 30D | +3.1% | -9.5% | +12.6% | +7.1% |
| 3M | -21.9% | +12.9% | -34.8% | -26.0% |
| 6M | +151.8% | +23.0% | +128.8% | +131.0% |
| YTD | +165.6% | +28.9% | +136.7% | +137.8% |
| 1Y | +242.3% | +13.7% | +228.6% | +220.3% |
| 3Y | +308.2% | +232.6% | +75.5% | +141.2% |
| 5Y | +280.4% | +185.9% | +94.5% | +133.9% |
| 10Y | +1,832.5% | +998.6% | +833.9% | +526.8% |
| All | +1,758.4% | +4,462.1% | -2,703.7% | +123.1% |
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