+305.6%
WM vs AA
+115.8%
+189.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -2.4% | +5.0% | -7.4% | -2.7% |
| 3M | +0.4% | -35.8% | +36.3% | +3.0% |
| 6M | -9.5% | -18.4% | +8.9% | -8.9% |
| YTD | +0.5% | -5.5% | +6.0% | -0.1% |
| 1Y | -1.1% | +61.0% | -62.0% | -5.7% |
| 3Y | +46.0% | +66.2% | -20.2% | +35.6% |
| 5Y | +51.8% | +11.4% | +40.4% | +41.3% |
| All | +305.6% | +115.8% | +189.8% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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