+3,041.0%
WM vs ALB
+2,835.3%
+205.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.5% |
| 7D | -0.3% | -8.1% | +7.8% | +1.0% |
| 30D | -2.4% | +6.3% | -8.6% | -3.5% |
| 3M | +0.4% | -23.6% | +24.0% | +4.3% |
| 6M | -9.5% | -24.6% | +15.1% | -6.7% |
| YTD | +0.5% | -10.3% | +10.8% | -0.2% |
| 1Y | -1.1% | +61.5% | -62.5% | -12.6% |
| 3Y | +46.0% | -34.0% | +80.0% | +43.0% |
| 5Y | +51.8% | -44.6% | +96.4% | +46.3% |
| 10Y | +307.5% | +76.1% | +231.4% | +175.0% |
| All | +3,041.0% | +2,835.3% | +205.7% | +1,064.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling