+305.6%
WM vs AME
+416.5%
-110.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.8% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -2.4% | -6.7% | +4.3% | 0.0% |
| 3M | +0.4% | +4.1% | -3.6% | -1.6% |
| 6M | -9.5% | +1.6% | -11.1% | -10.9% |
| YTD | +0.5% | +16.1% | -15.6% | -6.2% |
| 1Y | -1.1% | +27.3% | -28.4% | -11.2% |
| 3Y | +46.0% | +50.9% | -4.8% | +19.5% |
| 5Y | +51.8% | +81.4% | -29.6% | +12.9% |
| All | +305.6% | +416.5% | -110.9% | +119.8% |
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