+9.7%
WM vs ADVB
-97.6%
+107.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.5% | +10.7% | +1.2% |
| 7D | +4.5% | -28.0% | +32.5% | +4.8% |
| 30D | +16.1% | -70.2% | +86.3% | +17.5% |
| 3M | +8.0% | -76.1% | +84.1% | +9.6% |
| 6M | +8.4% | -72.3% | +80.7% | +8.9% |
| YTD | +11.2% | -67.5% | +78.7% | +10.7% |
| 1Y | +22.3% | -78.6% | +100.9% | +22.6% |
| All | +9.7% | -97.6% | +107.4% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling