+1.0%
WM vs MRSH
-10.2%
+11.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -1.2% | -5.9% | +4.7% | +0.3% |
| 30D | -4.5% | -7.3% | +2.8% | -2.7% |
| 3M | -2.2% | +7.4% | -9.6% | -3.6% |
| 6M | -11.5% | -0.7% | -10.8% | -11.8% |
| YTD | -0.7% | -3.2% | +2.5% | -0.3% |
| All | +1.0% | -10.2% | +11.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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