+30.0%
MTZ vs WSM
+19.9%
+10.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.3% |
| 7D | -1.6% | -3.3% | +1.7% | -0.4% |
| 30D | -11.1% | -8.4% | -2.7% | -8.2% |
| 3M | -36.7% | +9.7% | -46.4% | -38.9% |
| 6M | -21.9% | +16.7% | -38.6% | -26.5% |
| YTD | +9.1% | +28.7% | -19.6% | -2.4% |
| 1Y | +30.0% | +13.7% | +16.3% | +20.8% |
| All | +30.0% | +19.9% | +10.1% | +20.8% |
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