-1.4%
DOW vs WM
+168.4%
-169.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +2.7% |
| 7D | -0.5% | +0.8% | -1.2% | -0.9% |
| 30D | +15.7% | +13.8% | +1.9% | +7.2% |
| 3M | +5.3% | +6.4% | -1.1% | +1.3% |
| 6M | -14.2% | +13.2% | -27.4% | -20.7% |
| YTD | +43.9% | +10.8% | +33.1% | +34.7% |
| 1Y | +53.1% | +20.2% | +32.9% | +36.3% |
| 3Y | -21.8% | +46.5% | -68.3% | -41.9% |
| 5Y | -28.3% | +61.3% | -89.6% | -52.0% |
| All | -1.4% | +168.4% | -169.9% | -52.4% |
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