-27.4%
DOW vs WM
+63.0%
-90.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | +3.7% | +1.2% | +2.5% | +3.3% |
| 30D | +16.3% | +15.2% | +1.0% | +11.9% |
| 3M | +9.7% | +8.3% | +1.4% | +7.2% |
| 6M | -14.1% | +13.1% | -27.2% | -17.0% |
| YTD | +46.6% | +12.5% | +34.1% | +42.1% |
| 1Y | +56.8% | +21.8% | +35.1% | +49.4% |
| 3Y | -20.4% | +48.8% | -69.1% | -29.5% |
| 5Y | -27.4% | +62.1% | -89.5% | -37.8% |
| All | -27.4% | +63.0% | -90.5% | -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