-4.9%
DOW vs WM
+163.9%
-168.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.6% |
| 7D | -9.5% | +1.2% | -10.7% | -10.2% |
| 30D | +13.1% | +13.1% | 0.0% | +5.1% |
| 3M | +4.8% | +3.6% | +1.2% | +2.4% |
| 6M | -16.7% | +8.1% | -24.7% | -20.9% |
| YTD | +38.9% | +8.9% | +30.0% | +31.2% |
| 1Y | +48.3% | +20.3% | +28.0% | +31.9% |
| 3Y | -24.4% | +46.2% | -70.5% | -43.8% |
| 5Y | -29.2% | +59.9% | -89.1% | -52.6% |
| All | -4.9% | +163.9% | -168.8% | -53.7% |
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