+10,177.4%
WDC vs WM
+29,154.7%
-18,977.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.2% | -18.5% | -17.6% |
| 7D | -32.3% | +4.5% | -36.8% | -33.1% |
| 30D | -34.9% | +16.1% | -51.0% | -37.5% |
| 3M | -48.4% | +8.0% | -56.5% | -49.8% |
| 6M | -42.4% | +8.4% | -50.9% | -44.7% |
| YTD | +55.5% | +11.2% | +44.3% | +48.2% |
| 1Y | +67.5% | +22.3% | +45.2% | +55.3% |
| 3Y | +727.3% | +50.2% | +677.0% | +619.0% |
| 5Y | +533.3% | +63.3% | +470.1% | +436.0% |
| 10Y | +627.0% | +355.0% | +271.9% | +379.8% |
| All | +10,177.4% | +29,154.7% | -18,977.3% | +3,816.3% |
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