+240.2%
DIA vs WM
+339.4%
-99.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.6% |
| 7D | -0.9% | +1.2% | -2.2% | -1.5% |
| 30D | +0.3% | +13.1% | -12.8% | -5.7% |
| 3M | -4.5% | +3.6% | -8.1% | -6.4% |
| 6M | +3.4% | +8.1% | -4.7% | -1.4% |
| YTD | +7.8% | +8.9% | -1.1% | +1.7% |
| 1Y | +10.7% | +20.3% | -9.6% | -1.0% |
| 3Y | +57.5% | +46.2% | +11.4% | +22.5% |
| 5Y | +53.7% | +59.9% | -6.2% | +11.1% |
| All | +240.2% | +339.4% | -99.2% | +47.5% |
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