+330.3%
WM vs A
+302.9%
+27.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +13.0% | 0.0% | +13.0% | +12.8% |
| 3M | +9.2% | +16.7% | -7.5% | +4.9% |
| 6M | +13.6% | +54.8% | -41.2% | +1.4% |
| YTD | +12.4% | +28.8% | -16.4% | +4.6% |
| 1Y | +21.2% | +19.3% | +1.9% | +15.0% |
| 3Y | +48.7% | +65.5% | -16.9% | +24.4% |
| 5Y | +61.9% | +12.1% | +49.8% | +50.6% |
| All | +330.3% | +302.9% | +27.5% | +167.1% |
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