-61.2%
MSTZ vs WSM
+30.0%
-91.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | -1.1% |
| 7D | -1.2% | +0.5% | -1.7% | +0.3% |
| 30D | +22.2% | +6.0% | +16.2% | +32.0% |
| 3M | -70.4% | +3.2% | -73.6% | -67.4% |
| 6M | -31.0% | +37.1% | -68.1% | +1.6% |
| YTD | -81.0% | +44.2% | -125.2% | -69.7% |
| 1Y | -61.2% | +34.2% | -95.4% | -40.0% |
| All | -61.2% | +30.0% | -91.2% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling