+330.8%
WM vs AME
+442.0%
-111.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +1.2% | +8.1% | -6.9% | -1.5% |
| 30D | +15.2% | -3.8% | +19.0% | +16.2% |
| 3M | +8.3% | -6.6% | +15.0% | +10.3% |
| 6M | +13.1% | +4.6% | +8.6% | +9.9% |
| YTD | +12.5% | +17.9% | -5.4% | +3.7% |
| 1Y | +21.8% | +23.2% | -1.5% | +10.3% |
| 3Y | +48.8% | +62.9% | -14.1% | +17.1% |
| 5Y | +62.1% | +77.5% | -15.4% | +21.0% |
| All | +330.8% | +442.0% | -111.2% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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