+15,692.2%
MA vs WM
+1,049.2%
+14,642.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.3% |
| 7D | +3.2% | +4.5% | -1.3% | +0.3% |
| 30D | +15.9% | +16.1% | -0.1% | +5.0% |
| 3M | +15.2% | +8.0% | +7.1% | +9.2% |
| 6M | +32.4% | +8.4% | +24.0% | +24.6% |
| YTD | +15.6% | +11.2% | +4.4% | +6.1% |
| 1Y | +19.3% | +22.3% | -3.0% | +2.6% |
| 3Y | +73.0% | +50.2% | +22.7% | +26.5% |
| 5Y | +93.7% | +63.3% | +30.5% | +31.4% |
| 10Y | +575.0% | +355.0% | +219.9% | +121.4% |
| All | +15,692.2% | +1,049.2% | +14,642.9% | +2,433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling