+162.4%
GE vs WM
+337.2%
-174.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +6.3% | -0.5% | +6.7% | +6.4% |
| 30D | +8.9% | +13.3% | -4.4% | +2.2% |
| 3M | -9.2% | +4.4% | -13.6% | -11.5% |
| 6M | +13.2% | +10.8% | +2.4% | +6.2% |
| YTD | +9.4% | +9.1% | +0.3% | +2.4% |
| 1Y | +9.8% | +19.1% | -9.3% | -2.4% |
| 3Y | +278.2% | +45.7% | +232.5% | +193.0% |
| 5Y | +396.0% | +60.4% | +335.6% | +252.9% |
| 10Y | +162.4% | +328.7% | -166.4% | +10.3% |
| All | +162.4% | +337.2% | -174.8% | +10.3% |
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