+48.3%
DOW vs WM
+20.0%
+28.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | -9.5% | +1.2% | -10.7% | -10.1% |
| 30D | +13.1% | +13.1% | 0.0% | +6.4% |
| 3M | +4.8% | +3.6% | +1.2% | +2.9% |
| 6M | -16.7% | +8.1% | -24.7% | -20.3% |
| YTD | +38.9% | +8.9% | +30.0% | +33.3% |
| 1Y | +48.3% | +20.3% | +28.0% | +40.7% |
| All | +48.3% | +20.0% | +28.3% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling