+328.7%
WM vs ALL
+367.3%
-38.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.5% | -3.9% | +3.4% | +1.0% |
| 30D | +13.3% | +10.6% | +2.7% | +9.2% |
| 3M | +4.4% | -4.6% | +8.9% | +6.0% |
| 6M | +10.8% | +20.2% | -9.4% | +3.2% |
| YTD | +9.1% | +23.7% | -14.6% | +0.1% |
| 1Y | +19.1% | +27.9% | -8.7% | +8.0% |
| 3Y | +45.7% | +109.2% | -63.5% | +7.9% |
| 5Y | +60.4% | +148.0% | -87.6% | +6.6% |
| 10Y | +328.7% | +363.8% | -35.1% | +126.9% |
| All | +328.7% | +367.3% | -38.6% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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