+13,824.1%
MA vs WM
+938.5%
+12,885.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.3% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | +1.5% | -2.4% | +3.9% | +3.1% |
| 3M | +20.4% | +0.4% | +20.0% | +19.6% |
| 6M | +11.1% | -9.5% | +20.6% | +17.6% |
| YTD | +2.0% | +0.5% | +1.5% | +0.2% |
| 1Y | -2.2% | -1.1% | -1.1% | -3.1% |
| 3Y | +41.9% | +46.0% | -4.1% | +5.4% |
| 5Y | +75.4% | +51.8% | +23.5% | +24.7% |
| 10Y | +527.5% | +307.5% | +220.0% | +121.7% |
| All | +13,824.1% | +938.5% | +12,885.6% | +2,292.5% |
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 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