+3,134.4%
MTZ vs WSM
+34,755.7%
-31,621.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.6% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | -11.1% | -8.4% | -2.7% | -9.2% |
| 3M | -36.7% | +9.7% | -46.4% | -38.2% |
| 6M | -21.9% | +16.7% | -38.6% | -25.0% |
| YTD | +9.1% | +28.7% | -19.6% | +2.1% |
| 1Y | +30.0% | +13.7% | +16.3% | +25.2% |
| 3Y | +138.5% | +230.1% | -91.6% | +73.2% |
| 5Y | +158.3% | +179.0% | -20.6% | +88.9% |
| 10Y | +700.8% | +1,002.5% | -301.8% | +309.0% |
| All | +3,134.4% | +34,755.7% | -31,621.3% | +1,030.3% |
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