+66.6%
WDC vs WM
+20.0%
+46.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +10.1% |
| 7D | -14.4% | -0.5% | -14.0% | -14.6% |
| 30D | -27.1% | +13.3% | -40.4% | -10.6% |
| 3M | -33.3% | +4.4% | -37.6% | -27.1% |
| 6M | -39.6% | +10.8% | -50.4% | -28.5% |
| YTD | +68.4% | +9.1% | +59.3% | +101.0% |
| All | +66.6% | +20.0% | +46.7% | +126.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling