+31.5%
ABNB vs WM
+123.2%
-91.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +11.2% | -0.5% | +11.7% | +11.2% |
| 30D | +14.7% | +13.3% | +1.4% | +12.3% |
| 3M | +6.9% | +4.4% | +2.5% | +6.0% |
| 6M | +34.5% | +10.8% | +23.7% | +31.8% |
| YTD | +40.2% | +9.1% | +31.1% | +37.4% |
| 1Y | +57.4% | +19.1% | +38.3% | +51.6% |
| 3Y | +64.7% | +45.7% | +19.1% | +51.0% |
| 5Y | -2.3% | +60.4% | -62.7% | -12.1% |
| All | +31.5% | +123.2% | -91.7% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling