+152.0%
GE vs WM
+330.8%
-178.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.7% | +3.2% | -0.6% | +1.1% |
| 30D | +8.1% | +13.0% | -4.9% | +1.6% |
| 3M | -7.9% | +9.2% | -17.1% | -12.1% |
| 6M | +12.9% | +13.6% | -0.7% | +4.7% |
| YTD | +8.2% | +12.4% | -4.2% | -0.2% |
| 1Y | +9.7% | +21.2% | -11.5% | -3.1% |
| 3Y | +266.1% | +48.7% | +217.4% | +181.3% |
| 5Y | +407.4% | +61.9% | +345.5% | +261.6% |
| All | +152.0% | +330.8% | -178.8% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling