+240.9%
DIA vs WM
+337.2%
-96.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +0.8% | -0.5% | +1.2% | +1.0% |
| 30D | +1.4% | +13.3% | -11.9% | -4.7% |
| 3M | -2.7% | +4.4% | -7.1% | -5.0% |
| 6M | +6.2% | +10.8% | -4.6% | +0.1% |
| YTD | +10.1% | +9.1% | +1.0% | +3.8% |
| 1Y | +13.0% | +19.1% | -6.1% | +1.6% |
| 3Y | +61.9% | +45.7% | +16.2% | +26.2% |
| 5Y | +57.1% | +60.4% | -3.4% | +13.3% |
| 10Y | +240.9% | +328.7% | -87.8% | +49.7% |
| All | +240.9% | +337.2% | -96.3% | +49.7% |
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