+6.0%
WM vs AMRZ
-19.2%
+25.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +3.2% | -2.1% | +5.3% | +3.2% |
| 30D | +13.0% | +13.0% | 0.0% | +13.0% |
| 3M | +9.2% | -12.1% | +21.3% | +9.0% |
| 6M | +13.6% | -19.1% | +32.8% | +13.2% |
| YTD | +12.4% | -23.3% | +35.7% | +11.8% |
| 1Y | +21.2% | -16.6% | +37.8% | +20.8% |
| All | +6.0% | -19.2% | +25.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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