+45.7%
WM vs ALM
+907.8%
-862.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -7.9% | +0.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.4% |
| 30D | +13.3% | -26.1% | +39.4% | +12.9% |
| 3M | +4.4% | -38.1% | +42.5% | +3.8% |
| 6M | +10.8% | -55.4% | +66.2% | +10.2% |
| YTD | +9.1% | -0.4% | +9.5% | +8.5% |
| 1Y | +19.1% | +25.4% | -6.2% | +18.7% |
| 3Y | +45.7% | +907.8% | -862.1% | +49.3% |
| All | +45.7% | +907.8% | -862.1% | +49.3% |
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