+26,336.4%
WM vs AME
+18,709.1%
+7,627.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -2.4% | -6.7% | +4.3% | -0.6% |
| 3M | +0.4% | +4.1% | -3.6% | -1.0% |
| 6M | -9.5% | +1.6% | -11.1% | -10.5% |
| YTD | +0.5% | +16.1% | -15.6% | -4.3% |
| 1Y | -1.1% | +27.3% | -28.4% | -8.3% |
| 3Y | +46.0% | +50.9% | -4.8% | +27.6% |
| 5Y | +51.8% | +81.4% | -29.6% | +25.4% |
| 10Y | +307.5% | +417.0% | -109.4% | +152.8% |
| All | +26,336.4% | +18,709.1% | +7,627.3% | +7,580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling