+60.4%
WM vs AME
+76.7%
-16.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.7% |
| 7D | -0.5% | -1.5% | +1.1% | -0.3% |
| 30D | +13.3% | -4.2% | +17.5% | +14.0% |
| 3M | +4.4% | -5.9% | +10.3% | +5.4% |
| 6M | +10.8% | +2.8% | +8.0% | +9.1% |
| YTD | +9.1% | +16.6% | -7.5% | +3.2% |
| 1Y | +19.1% | +22.1% | -3.0% | +11.1% |
| 3Y | +45.7% | +64.7% | -19.0% | +18.8% |
| 5Y | +60.4% | +76.6% | -16.2% | +23.7% |
| All | +60.4% | +76.7% | -16.2% | +23.7% |
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