-40.0%
INTU vs WM
+62.1%
-102.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | +7.1% | +4.5% | +2.6% | +4.8% |
| 30D | +23.0% | +16.1% | +6.9% | +14.2% |
| 3M | +8.7% | +8.0% | +0.7% | +4.5% |
| 6M | -10.1% | +8.4% | -18.5% | -13.6% |
| YTD | -45.7% | +11.2% | -56.9% | -48.5% |
| 1Y | -45.1% | +22.3% | -67.4% | -50.4% |
| 3Y | -26.9% | +50.2% | -77.1% | -43.0% |
| 5Y | -40.0% | +63.3% | -103.2% | -55.8% |
| All | -40.0% | +62.1% | -102.0% | -55.8% |
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