+49.3%
WM vs ALM
+806.0%
-756.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.6% | +10.7% | +1.0% |
| 7D | +4.5% | -14.5% | +19.0% | +4.2% |
| 30D | +16.1% | -39.0% | +55.1% | +15.3% |
| 3M | +8.0% | -40.3% | +48.3% | +7.4% |
| 6M | +8.4% | -60.3% | +68.7% | +7.6% |
| YTD | +11.2% | -9.8% | +21.0% | +10.5% |
| 1Y | +22.3% | +30.8% | -8.4% | +21.7% |
| All | +49.3% | +806.0% | -756.7% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling