+63.3%
WM vs ALB
-61.8%
+125.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.1% |
| 7D | +4.5% | +5.5% | -1.0% | +4.4% |
| 30D | +16.1% | -7.5% | +23.6% | +16.2% |
| 3M | +8.0% | -16.9% | +25.0% | +8.4% |
| 6M | +8.4% | -49.2% | +57.6% | +10.0% |
| YTD | +11.2% | -29.9% | +41.1% | +11.4% |
| 1Y | +22.3% | +8.2% | +14.1% | +20.7% |
| 3Y | +50.2% | -19.4% | +69.7% | +47.8% |
| 5Y | +63.3% | -61.6% | +124.9% | +70.8% |
| All | +63.3% | -61.8% | +125.1% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling