+40.4%
MXL vs WSM
+175.3%
-134.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +7.0% |
| 7D | +18.9% | -0.5% | +19.4% | +19.2% |
| 30D | +0.3% | -7.7% | +8.0% | +4.4% |
| 3M | -8.0% | +3.8% | -11.8% | -11.2% |
| 6M | +341.2% | +22.7% | +318.6% | +287.2% |
| YTD | +327.8% | +28.0% | +299.8% | +266.7% |
| 1Y | +364.9% | +12.7% | +352.2% | +326.1% |
| 3Y | +229.2% | +231.3% | -2.0% | +55.5% |
| All | +40.4% | +175.3% | -134.9% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling