+330.8%
WM vs ALB
+34.2%
+296.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +1.2% | -3.6% | +4.8% | +1.4% |
| 30D | +15.2% | -2.9% | +18.1% | +15.4% |
| 3M | +8.3% | -25.8% | +34.2% | +10.6% |
| 6M | +13.1% | -53.6% | +66.7% | +19.6% |
| YTD | +12.5% | -32.4% | +44.9% | +14.3% |
| 1Y | +21.8% | -13.0% | +34.8% | +20.8% |
| 3Y | +48.8% | -15.0% | +63.8% | +42.5% |
| 5Y | +62.1% | -63.5% | +125.6% | +69.2% |
| All | +330.8% | +34.2% | +296.6% | +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