+49.3%
WM vs AA
+48.6%
+0.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +1.0% |
| 7D | +4.5% | -3.7% | +8.2% | +4.4% |
| 30D | +16.1% | -10.8% | +26.8% | +15.8% |
| 3M | +8.0% | -19.1% | +27.1% | +7.6% |
| 6M | +8.4% | -38.7% | +47.1% | +7.4% |
| YTD | +11.2% | -27.1% | +38.4% | +10.3% |
| 1Y | +22.3% | +8.3% | +14.0% | +21.9% |
| All | +49.3% | +48.6% | +0.7% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling