+326.4%
WM vs AME
+438.4%
-112.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.2% | -4.1% | +5.3% | +2.4% |
| 30D | +13.7% | -4.1% | +17.8% | +14.8% |
| 3M | +5.2% | -5.6% | +10.8% | +6.6% |
| 6M | +11.2% | +2.8% | +8.3% | +8.6% |
| YTD | +9.4% | +16.6% | -7.2% | +1.3% |
| 1Y | +20.4% | +21.1% | -0.7% | +9.7% |
| 3Y | +44.7% | +61.1% | -16.4% | +14.4% |
| 5Y | +58.5% | +76.6% | -18.1% | +18.6% |
| 10Y | +326.4% | +431.3% | -105.0% | +135.2% |
| All | +326.4% | +438.4% | -112.0% | +135.2% |
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