+305.6%
WM vs ALB
+75.7%
+229.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.9% |
| 7D | -0.3% | -8.1% | +7.8% | +0.3% |
| 30D | -2.4% | +6.3% | -8.6% | -2.9% |
| 3M | +0.4% | -23.6% | +24.0% | +2.3% |
| 6M | -9.5% | -24.6% | +15.1% | -8.1% |
| YTD | +0.5% | -10.3% | +10.8% | 0.0% |
| 1Y | -1.1% | +61.5% | -62.5% | -7.4% |
| 3Y | +46.0% | -34.0% | +80.0% | +46.9% |
| 5Y | +51.8% | -44.6% | +96.4% | +51.4% |
| All | +305.6% | +75.7% | +229.9% | +192.4% |
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