+2,366.0%
MTZ vs WSM
+40,107.9%
-37,741.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.7% | +3.1% | -11.8% | -9.7% |
| 30D | -15.0% | +8.5% | -23.5% | -17.1% |
| 3M | -32.6% | +4.6% | -37.2% | -33.7% |
| 6M | -56.3% | +44.5% | -100.9% | -60.4% |
| YTD | -16.8% | +48.4% | -65.2% | -25.2% |
| 1Y | -10.0% | +36.2% | -46.2% | -17.4% |
| 3Y | +267.1% | +268.8% | -1.6% | +159.1% |
| 5Y | +89.9% | +185.2% | -95.4% | +37.5% |
| 10Y | +442.2% | +1,175.8% | -733.6% | +165.8% |
| All | +2,366.0% | +40,107.9% | -37,741.9% | +728.1% |
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