-16.7%
DOW vs WM
+6.8%
-23.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -9.5% | +1.2% | -10.7% | -9.9% |
| 30D | +13.1% | +13.1% | 0.0% | +8.0% |
| 3M | +4.8% | +3.6% | +1.2% | +3.0% |
| 6M | -16.7% | +8.1% | -24.7% | -19.6% |
| All | -16.7% | +6.8% | -23.5% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling