+828.2%
WM vs AMCR
+106.4%
+721.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | -2.4% | -4.1% | +1.7% | -1.7% |
| 3M | +0.4% | +21.7% | -21.3% | -3.4% |
| 6M | -9.5% | +1.5% | -11.0% | -10.2% |
| YTD | +0.5% | +13.1% | -12.6% | -2.7% |
| 1Y | -1.1% | +16.5% | -17.6% | -4.9% |
| 3Y | +46.0% | +10.3% | +35.8% | +40.5% |
| 5Y | +51.8% | -7.7% | +59.5% | +50.7% |
| 10Y | +307.5% | +24.6% | +282.9% | +270.7% |
| All | +828.2% | +106.4% | +721.8% | +737.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling