+224.3%
INTC vs WM
+305.9%
-81.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +4.9% |
| 7D | +7.1% | -0.3% | +7.4% | +7.2% |
| 30D | -5.2% | -2.4% | -2.8% | -4.5% |
| 3M | -14.3% | +0.4% | -14.7% | -16.1% |
| 6M | +110.2% | -9.5% | +119.7% | +114.4% |
| YTD | +159.6% | +0.5% | +159.1% | +151.1% |
| 1Y | +289.3% | -1.1% | +290.4% | +277.0% |
| 3Y | +166.1% | +46.0% | +120.0% | +103.9% |
| 5Y | +94.4% | +51.8% | +42.6% | +42.5% |
| All | +224.3% | +305.9% | -81.6% | +28.1% |
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