+3,519.1%
WM vs ALL
+3,771.7%
-252.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | +8.0% | +1.2% | +6.8% | +7.5% |
| 6M | +8.4% | +23.2% | -14.8% | +1.9% |
| YTD | +11.2% | +30.0% | -18.8% | +2.7% |
| 1Y | +22.3% | +39.6% | -17.3% | +10.7% |
| 3Y | +50.2% | +115.2% | -65.0% | +19.3% |
| 5Y | +63.3% | +156.2% | -93.0% | +20.9% |
| 10Y | +355.0% | +398.0% | -43.0% | +177.7% |
| All | +3,519.1% | +3,771.7% | -252.5% | +1,338.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling