+98.7%
INTC vs WM
+339.4%
-240.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.1% | +9.8% | +8.3% |
| 7D | -14.4% | +1.2% | -15.6% | -14.9% |
| 30D | -50.2% | +13.1% | -63.3% | -52.6% |
| 3M | -43.6% | +3.6% | -47.2% | -44.7% |
| 6M | -50.2% | +8.1% | -58.3% | -52.9% |
| YTD | +52.5% | +8.9% | +43.6% | +42.5% |
| 1Y | +51.1% | +20.3% | +30.8% | +33.9% |
| 3Y | +50.3% | +46.2% | +4.1% | +17.0% |
| 5Y | +19.2% | +59.9% | -40.7% | -13.8% |
| All | +98.7% | +339.4% | -240.7% | -24.3% |
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