+336.4%
WM vs AR
+44.3%
+292.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +1.2% | -14.3% | +15.5% | +2.0% |
| 30D | +13.1% | +1.4% | +11.6% | +12.9% |
| 3M | +3.6% | +3.4% | +0.2% | +3.3% |
| 6M | +8.1% | -2.1% | +10.1% | +8.0% |
| YTD | +8.9% | +4.7% | +4.2% | +8.3% |
| 1Y | +20.3% | +10.6% | +9.8% | +19.3% |
| 3Y | +46.2% | +24.6% | +21.6% | +42.8% |
| 5Y | +59.9% | +71.9% | -12.0% | +51.9% |
| All | +336.4% | +44.3% | +292.1% | +269.4% |
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