+63.3%
WM vs AME
+62.5%
+0.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.1% | +2.3% |
| 7D | +4.5% | -11.4% | +15.9% | +6.9% |
| 30D | +16.1% | -12.1% | +28.2% | +18.9% |
| 3M | +8.0% | -12.3% | +20.4% | +10.6% |
| 6M | +8.4% | -4.6% | +13.1% | +8.4% |
| YTD | +11.2% | +9.1% | +2.1% | +6.6% |
| 1Y | +22.3% | +13.3% | +9.0% | +15.9% |
| 3Y | +50.2% | +58.2% | -7.9% | +22.8% |
| 5Y | +63.3% | +63.4% | -0.2% | +28.9% |
| All | +63.3% | +62.5% | +0.7% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling