+63.3%
WM vs ALL
+155.0%
-91.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.4% |
| 7D | +4.5% | +4.2% | +0.3% | +3.3% |
| 30D | +16.1% | +18.9% | -2.9% | +10.8% |
| 3M | +8.0% | +1.2% | +6.8% | +7.5% |
| 6M | +8.4% | +23.2% | -14.8% | +2.4% |
| YTD | +11.2% | +30.0% | -18.8% | +3.4% |
| 1Y | +22.3% | +39.6% | -17.3% | +11.7% |
| 3Y | +50.2% | +115.2% | -65.0% | +24.5% |
| 5Y | +63.3% | +156.2% | -93.0% | +27.9% |
| All | +63.3% | +155.0% | -91.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling