+345.7%
WM vs AR
+45.5%
+300.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.3% |
| 7D | +4.5% | -11.7% | +16.2% | +5.2% |
| 30D | +16.1% | +1.8% | +14.2% | +15.9% |
| 3M | +8.0% | +6.0% | +2.1% | +7.6% |
| 6M | +8.4% | -7.0% | +15.4% | +8.7% |
| YTD | +11.2% | +5.6% | +5.6% | +10.6% |
| 1Y | +22.3% | +10.8% | +11.5% | +21.2% |
| 3Y | +50.2% | +19.3% | +30.9% | +47.1% |
| 5Y | +63.3% | +73.3% | -10.0% | +55.1% |
| All | +345.7% | +45.5% | +300.2% | +277.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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