-27.5%
DOW vs WM
+61.9%
-89.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +5.2% | +3.2% | +2.0% | +4.3% |
| 30D | +13.2% | +13.0% | +0.2% | +9.5% |
| 3M | +10.1% | +9.2% | +0.9% | +7.4% |
| 6M | -13.1% | +13.6% | -26.7% | -16.2% |
| YTD | +46.1% | +12.4% | +33.7% | +41.7% |
| 1Y | +50.0% | +21.2% | +28.8% | +43.1% |
| 3Y | -20.2% | +48.7% | -68.9% | -29.4% |
| All | -27.5% | +61.9% | -89.4% | -37.8% |
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