+336.4%
WM vs ALB
+33.3%
+303.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | +1.2% | +9.1% | -7.9% | +0.5% |
| 30D | +13.1% | -3.4% | +16.5% | +13.3% |
| 3M | +3.6% | -20.6% | +24.2% | +5.3% |
| 6M | +8.1% | -48.2% | +56.2% | +13.2% |
| YTD | +8.9% | -29.2% | +38.1% | +10.3% |
| 1Y | +20.3% | +10.0% | +10.3% | +16.9% |
| 3Y | +46.2% | -12.9% | +59.1% | +39.9% |
| 5Y | +59.9% | -61.3% | +121.2% | +65.9% |
| All | +336.4% | +33.3% | +303.1% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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