+109.3%
INTC vs WM
+337.2%
-227.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.3% | +5.4% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -43.3% | +13.3% | -56.6% | -46.0% |
| 3M | -41.6% | +4.4% | -46.0% | -42.9% |
| 6M | -52.5% | +10.8% | -63.3% | -55.5% |
| YTD | +60.9% | +9.1% | +51.8% | +50.2% |
| 1Y | +55.7% | +19.1% | +36.6% | +38.7% |
| 3Y | +59.2% | +45.7% | +13.5% | +24.2% |
| 5Y | +25.0% | +60.4% | -35.4% | -9.7% |
| 10Y | +109.3% | +328.7% | -219.4% | -20.3% |
| All | +109.3% | +337.2% | -227.9% | -20.3% |
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