+330.8%
WM vs AR
+57.2%
+273.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +1.2% | +6.4% | -5.2% | +0.8% |
| 30D | +15.2% | +3.1% | +12.1% | +15.0% |
| 3M | +8.3% | +3.3% | +5.1% | +8.1% |
| 6M | +13.1% | +6.6% | +6.6% | +12.6% |
| YTD | +12.5% | +12.3% | +0.2% | +11.5% |
| 1Y | +21.8% | +12.3% | +9.4% | +20.6% |
| 3Y | +48.8% | +50.4% | -1.7% | +44.0% |
| 5Y | +62.1% | +101.0% | -38.9% | +52.8% |
| All | +330.8% | +57.2% | +273.6% | +262.3% |
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