+26,336.4%
WM vs MRSH
+3,431.3%
+22,905.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -0.3% | -3.6% | +3.3% | +0.9% |
| 30D | -2.4% | -3.0% | +0.6% | -1.4% |
| 3M | +0.4% | +15.8% | -15.4% | -4.3% |
| 6M | -9.5% | +1.6% | -11.1% | -10.3% |
| YTD | +0.5% | +1.7% | -1.2% | -0.8% |
| 1Y | -1.1% | -8.0% | +6.9% | +0.7% |
| 3Y | +46.0% | -0.3% | +46.3% | +44.5% |
| 5Y | +51.8% | +25.9% | +25.9% | +39.0% |
| 10Y | +307.5% | +222.0% | +85.6% | +180.7% |
| All | +26,336.4% | +3,431.3% | +22,905.1% | +8,501.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling