+3,375.8%
WM vs ALB
+2,194.2%
+1,181.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.6% |
| 7D | +4.5% | +5.5% | -1.0% | +3.6% |
| 30D | +16.1% | -7.5% | +23.6% | +17.4% |
| 3M | +8.0% | -16.9% | +25.0% | +10.9% |
| 6M | +8.4% | -49.2% | +57.6% | +19.9% |
| YTD | +11.2% | -29.9% | +41.1% | +14.6% |
| 1Y | +22.3% | +8.2% | +14.1% | +16.4% |
| 3Y | +50.2% | -19.4% | +69.7% | +40.2% |
| 5Y | +63.3% | -61.6% | +124.9% | +68.2% |
| 10Y | +355.0% | +34.6% | +320.4% | +220.8% |
| All | +3,375.8% | +2,194.2% | +1,181.6% | +1,238.0% |
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