+612.4%
WM vs AMC
-97.8%
+710.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.5% | +13.7% | +1.2% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +16.1% | +4.4% | +11.7% | +16.0% |
| 3M | +8.0% | +15.4% | -7.3% | +7.9% |
| 6M | +8.4% | +93.7% | -85.3% | +8.0% |
| YTD | +11.2% | +97.4% | -86.2% | +10.7% |
| 1Y | +22.3% | +23.2% | -0.9% | +22.0% |
| 3Y | +50.2% | -71.3% | +121.5% | +50.5% |
| 5Y | +63.3% | -99.3% | +162.5% | +65.5% |
| 10Y | +355.0% | -98.7% | +453.8% | +360.9% |
| All | +612.4% | -97.8% | +710.2% | +577.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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