+297.0%
MXL vs WSM
+44.0%
+253.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.5% | -17.6% | -11.3% |
| 7D | -24.3% | +8.0% | -32.3% | -24.7% |
| 30D | -46.1% | +13.5% | -59.6% | -46.9% |
| 3M | -21.8% | +8.8% | -30.7% | -22.7% |
| 6M | -27.2% | +54.7% | -81.9% | -35.5% |
| YTD | +226.2% | +53.3% | +172.9% | +186.6% |
| 1Y | +297.0% | +41.1% | +255.9% | +265.7% |
| All | +297.0% | +44.0% | +253.0% | +265.7% |
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 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