+345.7%
WM vs ALLE
+225.5%
+120.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +2.1% |
| 7D | +4.5% | 0.0% | +4.4% | +4.5% |
| 30D | +16.1% | +20.6% | -4.5% | +9.4% |
| 3M | +8.0% | +11.4% | -3.4% | +4.2% |
| 6M | +8.4% | +42.5% | -34.1% | -3.5% |
| YTD | +11.2% | +18.9% | -7.7% | +4.2% |
| 1Y | +22.3% | +14.2% | +8.2% | +16.0% |
| 3Y | +50.2% | +90.7% | -40.4% | +16.7% |
| 5Y | +63.3% | +52.5% | +10.8% | +35.1% |
| All | +345.7% | +225.5% | +120.2% | +196.4% |
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