+595.4%
MTUM vs WSM
+1,068.3%
-472.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | -1.7% | -10.7% | +9.0% | +0.7% |
| 3M | -0.5% | +8.5% | -8.9% | -2.4% |
| 6M | +22.3% | +19.6% | +2.7% | +17.3% |
| YTD | +21.4% | +26.6% | -5.2% | +14.8% |
| 1Y | +20.0% | +12.0% | +8.1% | +16.2% |
| 3Y | +113.0% | +226.6% | -113.7% | +58.6% |
| 5Y | +77.3% | +174.1% | -96.9% | +32.5% |
| 10Y | +350.5% | +1,052.9% | -702.5% | +127.7% |
| All | +595.4% | +1,068.3% | -472.9% | +245.3% |
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