+63.3%
WM vs A
+13.7%
+49.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.5% |
| 7D | +4.5% | -5.2% | +9.7% | +5.1% |
| 30D | +16.1% | +1.4% | +14.6% | +15.8% |
| 3M | +8.0% | +21.9% | -13.9% | +5.3% |
| 6M | +8.4% | +46.7% | -38.2% | +3.1% |
| YTD | +11.2% | +27.2% | -16.0% | +7.6% |
| 1Y | +22.3% | +17.9% | +4.4% | +19.6% |
| 3Y | +50.2% | +61.1% | -10.9% | +36.9% |
| 5Y | +63.3% | +13.8% | +49.5% | +55.0% |
| All | +63.3% | +13.7% | +49.6% | +55.0% |
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 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