-37.4%
DOW vs WM
+52.1%
-89.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +0.4% | -2.4% | +2.7% | +1.0% |
| 3M | -14.4% | +0.4% | -14.8% | -14.6% |
| 6M | -7.0% | -9.5% | +2.5% | -4.7% |
| YTD | +30.2% | +0.5% | +29.7% | +30.2% |
| 1Y | +29.2% | -1.1% | +30.3% | +29.5% |
| 3Y | -36.7% | +46.0% | -82.7% | -44.0% |
| All | -37.4% | +52.1% | -89.6% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling