+336.4%
WM vs A
+319.7%
+16.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +13.1% | +3.4% | +9.7% | +12.0% |
| 3M | +3.6% | +23.8% | -20.2% | -1.9% |
| 6M | +8.1% | +49.0% | -40.9% | -2.6% |
| YTD | +8.9% | +29.4% | -20.5% | +1.3% |
| 1Y | +20.3% | +19.4% | +1.0% | +14.1% |
| 3Y | +46.2% | +66.2% | -20.0% | +22.3% |
| 5Y | +59.9% | +15.8% | +44.1% | +47.0% |
| All | +336.4% | +319.7% | +16.7% | +172.5% |
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