+282.4%
MXL vs WSM
+2,380.6%
-2,098.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.7% | +7.6% |
| 7D | +19.0% | +2.6% | +16.4% | +17.6% |
| 30D | +4.5% | -9.3% | +13.8% | +9.0% |
| 3M | -1.5% | +7.1% | -8.6% | -5.8% |
| 6M | +348.6% | +21.7% | +326.9% | +300.8% |
| YTD | +310.3% | +28.7% | +281.5% | +257.1% |
| 1Y | +344.7% | +13.9% | +330.9% | +309.9% |
| 3Y | +211.2% | +232.2% | -21.0% | +66.8% |
| 5Y | +34.8% | +176.4% | -141.5% | -23.9% |
| 10Y | +286.5% | +1,072.4% | -785.9% | +1.4% |
| All | +282.4% | +2,380.6% | -2,098.2% | -34.0% |
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 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