-10.8%
DOW vs WM
+143.6%
-154.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.2% |
| 30D | +0.4% | -2.4% | +2.7% | +1.8% |
| 3M | -14.4% | +0.4% | -14.8% | -15.0% |
| 6M | -7.0% | -9.5% | +2.5% | -1.9% |
| YTD | +30.2% | +0.5% | +29.7% | +29.2% |
| 1Y | +29.2% | -1.1% | +30.3% | +28.9% |
| 3Y | -36.7% | +46.0% | -82.7% | -53.7% |
| 5Y | -37.7% | +51.8% | -89.5% | -57.4% |
| All | -10.8% | +143.6% | -154.4% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling