+527.7%
WM vs ALLE
+260.9%
+266.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -2.4% | -6.8% | +4.4% | -0.4% |
| 3M | +0.4% | +21.0% | -20.6% | -5.5% |
| 6M | -9.5% | +1.1% | -10.6% | -10.4% |
| YTD | +0.5% | -0.5% | +1.0% | -0.3% |
| 1Y | -1.1% | -7.3% | +6.2% | +0.1% |
| 3Y | +46.0% | +42.3% | +3.8% | +26.5% |
| 5Y | +51.8% | +13.5% | +38.4% | +39.5% |
| 10Y | +307.5% | +144.0% | +163.5% | +193.4% |
| All | +527.7% | +260.9% | +266.8% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling