+142.4%
GILD vs WM
+48.6%
+93.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.8% | -2.1% | -2.7% | -4.2% |
| 30D | +5.8% | -5.3% | +11.0% | +7.5% |
| 3M | +14.9% | -2.0% | +16.9% | +15.7% |
| 6M | -0.4% | -8.6% | +8.2% | +2.2% |
| YTD | +18.5% | -1.6% | +20.1% | +18.8% |
| 1Y | +25.1% | -1.2% | +26.3% | +25.2% |
| 3Y | +105.9% | +41.9% | +64.0% | +81.6% |
| All | +142.4% | +48.6% | +93.9% | +105.8% |
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