+249.2%
DIA vs WM
+306.5%
-57.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -1.5% | -2.4% | +0.8% | -0.5% |
| 3M | +3.8% | +0.4% | +3.3% | +2.9% |
| 6M | +10.3% | -9.5% | +19.8% | +14.8% |
| YTD | +12.1% | +0.5% | +11.6% | +10.3% |
| 1Y | +18.6% | -1.1% | +19.7% | +17.3% |
| 3Y | +60.6% | +46.0% | +14.6% | +24.0% |
| 5Y | +64.4% | +51.8% | +12.6% | +21.5% |
| All | +249.2% | +306.5% | -57.3% | +53.5% |
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