+63.3%
WM vs AG
+18.5%
+44.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.2% |
| 7D | +4.5% | -2.9% | +7.4% | +4.5% |
| 30D | +16.1% | -15.1% | +31.2% | +16.4% |
| 3M | +8.0% | -15.4% | +23.4% | +8.3% |
| 6M | +8.4% | -21.9% | +30.3% | +8.7% |
| YTD | +11.2% | -10.4% | +21.7% | +10.2% |
| 1Y | +22.3% | +39.8% | -17.5% | +18.7% |
| 3Y | +50.2% | +209.5% | -159.3% | +36.8% |
| 5Y | +63.3% | +12.5% | +50.8% | +59.7% |
| All | +63.3% | +18.5% | +44.8% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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