+59.7%
WM vs A
+15.4%
+44.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +13.1% | +3.4% | +9.7% | +12.5% |
| 3M | +3.6% | +23.8% | -20.2% | +0.8% |
| 6M | +8.1% | +49.0% | -40.9% | +2.5% |
| YTD | +8.9% | +29.4% | -20.5% | +5.2% |
| 1Y | +20.3% | +19.4% | +1.0% | +17.5% |
| 3Y | +46.2% | +66.2% | -20.0% | +32.5% |
| All | +59.7% | +15.4% | +44.4% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling