+3,170.5%
WM vs ALL
+3,667.9%
-497.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.4% | -1.5% | -0.9% | -2.0% |
| 3M | +0.4% | +23.6% | -23.2% | -5.6% |
| 6M | -9.5% | +22.3% | -31.8% | -14.7% |
| YTD | +0.5% | +26.5% | -26.0% | -6.4% |
| 1Y | -1.1% | +27.0% | -28.1% | -8.0% |
| 3Y | +46.0% | +149.6% | -103.5% | +11.1% |
| 5Y | +51.8% | +118.1% | -66.3% | +17.6% |
| 10Y | +307.5% | +369.0% | -61.5% | +153.0% |
| All | +3,170.5% | +3,667.9% | -497.4% | +1,211.0% |
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