+319.6%
WM vs A
+311.0%
+8.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | +13.7% | +4.3% | +9.4% | +12.4% |
| 3M | +5.2% | +19.8% | -14.6% | +0.5% |
| 6M | +11.2% | +54.4% | -43.2% | -0.7% |
| YTD | +9.4% | +31.7% | -22.3% | +1.3% |
| 1Y | +20.4% | +22.4% | -2.1% | +13.5% |
| 3Y | +44.7% | +67.7% | -23.0% | +20.9% |
| 5Y | +58.5% | +15.7% | +42.7% | +46.1% |
| All | +319.6% | +311.0% | +8.6% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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