+305.6%
WM vs ALM
+2,950.3%
-2,644.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | -2.4% | +32.0% | -34.4% | -2.4% |
| 3M | +0.4% | -15.0% | +15.5% | +0.5% |
| 6M | -9.5% | -10.1% | +0.6% | -9.5% |
| YTD | +0.5% | +99.4% | -98.9% | +0.1% |
| 1Y | -1.1% | +316.4% | -317.4% | -1.9% |
| 3Y | +46.0% | +2,022.0% | -1,975.9% | +43.1% |
| 5Y | +51.8% | +941.2% | -889.4% | +49.0% |
| All | +305.6% | +2,950.3% | -2,644.7% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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