+2,415.4%
WM vs A
+457.0%
+1,958.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | -2.4% | +6.9% | -9.3% | -3.6% |
| 3M | +0.4% | +9.2% | -8.8% | -1.3% |
| 6M | -9.5% | +25.7% | -35.2% | -13.6% |
| YTD | +0.5% | +11.5% | -11.0% | -2.2% |
| 1Y | -1.1% | +18.4% | -19.5% | -4.9% |
| 3Y | +46.0% | +26.6% | +19.4% | +36.6% |
| 5Y | +51.8% | -12.8% | +64.6% | +50.0% |
| 10Y | +307.5% | +247.2% | +60.3% | +214.1% |
| All | +2,415.4% | +457.0% | +1,958.3% | +1,410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling