+20.2%
WM vs AME
+22.0%
-1.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.3% |
| 7D | +0.8% | +1.1% | -0.3% | +1.0% |
| 30D | +13.8% | -4.1% | +17.9% | +13.3% |
| 3M | +6.4% | -6.3% | +12.7% | +5.9% |
| 6M | +13.2% | +3.5% | +9.7% | +13.4% |
| YTD | +10.8% | +17.3% | -6.5% | +10.0% |
| 1Y | +20.2% | +22.0% | -1.8% | +18.8% |
| All | +20.2% | +22.0% | -1.8% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling