+7.5%
WM vs ADVB
-97.5%
+105.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.1% |
| 7D | +1.2% | -13.9% | +15.1% | +1.3% |
| 30D | +13.1% | -68.1% | +81.2% | +14.4% |
| 3M | +3.6% | -73.4% | +77.0% | +4.9% |
| 6M | +8.1% | -70.8% | +78.9% | +8.5% |
| YTD | +8.9% | -66.1% | +75.0% | +8.3% |
| 1Y | +20.3% | -77.5% | +97.8% | +20.5% |
| All | +7.5% | -97.5% | +105.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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