+336.4%
WM vs ALLE
+222.4%
+114.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.8% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | +13.1% | +25.3% | -12.3% | +5.4% |
| 3M | +3.6% | +10.3% | -6.7% | +0.3% |
| 6M | +8.1% | +38.0% | -30.0% | -2.8% |
| YTD | +8.9% | +17.8% | -8.9% | +2.3% |
| 1Y | +20.3% | +13.6% | +6.7% | +14.3% |
| 3Y | +46.2% | +89.2% | -43.0% | +13.8% |
| 5Y | +59.9% | +51.1% | +8.8% | +32.7% |
| All | +336.4% | +222.4% | +114.0% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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