+2,479.7%
MTZ vs WSM
+40,190.9%
-37,711.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +12.9% | -3.0% | +15.8% | +13.7% |
| 30D | -8.5% | +10.1% | -18.6% | -11.1% |
| 3M | -30.6% | +4.9% | -35.5% | -31.8% |
| 6M | -55.1% | +49.8% | -104.9% | -59.6% |
| YTD | -13.0% | +48.7% | -61.7% | -21.8% |
| 1Y | -4.3% | +38.7% | -43.0% | -12.5% |
| 3Y | +284.0% | +269.5% | +14.5% | +171.0% |
| 5Y | +97.7% | +179.0% | -81.3% | +43.9% |
| 10Y | +444.4% | +1,162.3% | -717.9% | +167.4% |
| All | +2,479.7% | +40,190.9% | -37,711.2% | +765.8% |
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 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