+59.7%
WM vs ALM
+396.4%
-336.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.1% |
| 7D | +1.2% | -6.7% | +7.9% | +1.2% |
| 30D | +13.1% | -32.9% | +46.0% | +12.8% |
| 3M | +3.6% | -39.5% | +43.1% | +3.3% |
| 6M | +8.1% | -62.0% | +70.1% | +7.8% |
| YTD | +8.9% | -7.8% | +16.7% | +8.2% |
| 1Y | +20.3% | +26.7% | -6.3% | +19.5% |
| 3Y | +46.2% | +825.4% | -779.2% | +43.1% |
| All | +59.7% | +396.4% | -336.7% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling