+44.7%
WM vs ALB
-13.3%
+58.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.6% | +0.3% |
| 7D | +1.2% | +5.3% | -4.1% | +1.2% |
| 30D | +13.7% | -6.3% | +19.9% | +13.6% |
| 3M | +5.2% | -27.4% | +32.6% | +5.1% |
| 6M | +11.2% | -53.1% | +64.3% | +11.2% |
| YTD | +9.4% | -32.3% | +41.7% | +9.0% |
| 1Y | +20.4% | -7.3% | +27.7% | +19.5% |
| 3Y | +44.7% | -14.9% | +59.6% | +42.5% |
| All | +44.7% | -13.3% | +58.0% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling