+2,396.1%
MUU vs WSM
+64.0%
+2,332.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.2% |
| 7D | -8.2% | -0.5% | -7.7% | -7.6% |
| 30D | +10.2% | -7.7% | +17.9% | +18.9% |
| 3M | -26.5% | +3.8% | -30.3% | -30.8% |
| 6M | +227.2% | +22.7% | +204.5% | +160.8% |
| YTD | +527.4% | +28.0% | +499.4% | +378.7% |
| 1Y | +1,843.7% | +12.7% | +1,830.9% | +1,586.1% |
| All | +2,396.1% | +64.0% | +2,332.1% | +1,839.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling