+40.7%
MTZ vs WSM
+14.3%
+26.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +3.6% | +2.6% | +1.0% | +2.6% |
| 30D | -9.6% | -9.5% | -0.1% | -6.3% |
| 3M | -31.9% | +12.9% | -44.8% | -35.0% |
| 6M | -13.8% | +23.0% | -36.8% | -20.5% |
| YTD | +13.3% | +28.9% | -15.7% | +1.3% |
| All | +40.7% | +14.3% | +26.4% | +31.4% |
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