+330.8%
WM vs AMCR
+18.6%
+312.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +1.2% | -4.5% | +5.6% | +2.3% |
| 30D | +15.2% | +4.9% | +10.4% | +13.9% |
| 3M | +8.3% | -4.6% | +12.9% | +9.4% |
| 6M | +13.1% | +15.2% | -2.0% | +8.9% |
| YTD | +12.5% | +9.7% | +2.8% | +8.5% |
| 1Y | +21.8% | +10.5% | +11.3% | +17.2% |
| 3Y | +48.8% | +13.8% | +34.9% | +39.6% |
| 5Y | +62.1% | -9.1% | +71.2% | +60.9% |
| All | +330.8% | +18.6% | +312.2% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling