+302.9%
WM vs AMCR
+16.5%
+286.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | -4.3% | -6.0% | +1.7% | -3.0% |
| 3M | +0.8% | +18.9% | -18.2% | -3.6% |
| 6M | -10.8% | +5.7% | -16.4% | -12.6% |
| YTD | -0.1% | +11.1% | -11.1% | -3.8% |
| 1Y | +1.0% | +12.7% | -11.7% | -3.3% |
| 3Y | +45.1% | +9.6% | +35.5% | +37.6% |
| 5Y | +52.1% | -10.3% | +62.4% | +51.7% |
| 10Y | +302.9% | +16.5% | +286.5% | +256.5% |
| All | +302.9% | +16.5% | +286.5% | +256.5% |
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