-6.2%
DOW vs WM
+164.3%
-170.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -9.4% | -0.5% | -9.0% | -9.2% |
| 30D | +8.9% | +13.3% | -4.4% | +1.1% |
| 3M | +6.7% | +4.4% | +2.4% | +3.8% |
| 6M | -14.2% | +10.8% | -25.0% | -19.7% |
| YTD | +36.9% | +9.1% | +27.9% | +29.3% |
| 1Y | +45.8% | +19.1% | +26.6% | +30.4% |
| 3Y | -23.9% | +45.7% | -69.6% | -43.3% |
| 5Y | -30.8% | +60.4% | -91.2% | -53.7% |
| All | -6.2% | +164.3% | -170.5% | -54.4% |
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