+336.4%
WM vs AME
+442.8%
-106.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.9% |
| 7D | +1.2% | -5.2% | +6.4% | +2.8% |
| 30D | +13.1% | -8.0% | +21.1% | +15.8% |
| 3M | +3.6% | -8.9% | +12.5% | +6.3% |
| 6M | +8.1% | -5.0% | +13.1% | +8.7% |
| YTD | +8.9% | +11.9% | -3.0% | +2.3% |
| 1Y | +20.3% | +16.6% | +3.7% | +11.1% |
| 3Y | +46.2% | +62.5% | -16.3% | +14.6% |
| 5Y | +59.9% | +67.6% | -7.7% | +21.9% |
| All | +336.4% | +442.8% | -106.4% | +142.2% |
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