+235.3%
DIA vs WM
+331.3%
-96.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.0% |
| 30D | +1.2% | +15.2% | -14.0% | -5.6% |
| 3M | -2.4% | +8.3% | -10.7% | -6.4% |
| 6M | +5.7% | +13.1% | -7.5% | -1.4% |
| YTD | +9.9% | +12.5% | -2.6% | +2.2% |
| 1Y | +9.8% | +21.8% | -12.0% | -2.3% |
| 3Y | +59.8% | +48.8% | +11.0% | +23.4% |
| 5Y | +57.7% | +62.1% | -4.4% | +13.6% |
| All | +235.3% | +331.3% | -96.0% | +46.0% |
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