+330.3%
WM vs ALB
+32.4%
+298.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +3.2% | -5.8% | +9.0% | +3.7% |
| 30D | +13.0% | -4.5% | +17.5% | +13.3% |
| 3M | +9.2% | -28.1% | +37.3% | +11.8% |
| 6M | +13.6% | -53.2% | +66.8% | +20.1% |
| YTD | +12.4% | -33.3% | +45.7% | +14.3% |
| 1Y | +21.2% | -17.4% | +38.6% | +20.7% |
| 3Y | +48.7% | -14.1% | +62.8% | +42.1% |
| 5Y | +61.9% | -64.0% | +125.9% | +69.2% |
| All | +330.3% | +32.4% | +298.0% | +224.7% |
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