+556.3%
MA vs WM
+348.7%
+207.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.2% |
| 7D | +3.2% | +4.5% | -1.3% | +0.5% |
| 30D | +15.9% | +16.1% | -0.1% | +5.8% |
| 3M | +15.2% | +8.0% | +7.1% | +9.6% |
| 6M | +32.4% | +8.4% | +24.0% | +25.3% |
| YTD | +15.6% | +11.2% | +4.4% | +6.8% |
| 1Y | +19.3% | +22.3% | -3.0% | +3.5% |
| 3Y | +73.0% | +50.2% | +22.7% | +27.7% |
| 5Y | +93.7% | +63.3% | +30.5% | +32.4% |
| All | +556.3% | +348.7% | +207.6% | +159.5% |
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