+53.9%
WM vs ALLE
+13.7%
+40.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -2.4% | -6.8% | +4.4% | -1.0% |
| 3M | +0.4% | +21.0% | -20.6% | -3.8% |
| 6M | -9.5% | +1.1% | -10.6% | -10.0% |
| YTD | +0.5% | -0.5% | +1.0% | 0.0% |
| 1Y | -1.1% | -7.3% | +6.2% | -0.1% |
| 3Y | +46.0% | +42.3% | +3.8% | +30.8% |
| All | +53.9% | +13.7% | +40.2% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling