+10.2%
MTUM vs WSM
+44.0%
-33.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.5% | -8.4% | -3.3% |
| 7D | -10.1% | +8.0% | -18.1% | -11.6% |
| 30D | -15.6% | +13.5% | -29.0% | -18.2% |
| 3M | -12.7% | +8.8% | -21.6% | -14.6% |
| 6M | -3.7% | +54.7% | -58.4% | -15.3% |
| YTD | +9.4% | +53.3% | -43.8% | -2.7% |
| 1Y | +10.2% | +41.1% | -30.9% | -0.9% |
| All | +10.2% | +44.0% | -33.7% | -0.9% |
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 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