+59.3%
WM vs AR
+95.1%
-35.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.2% |
| 7D | +1.2% | -5.8% | +6.9% | +1.5% |
| 30D | +13.7% | +4.8% | +8.9% | +13.2% |
| 3M | +5.2% | +1.5% | +3.7% | +5.0% |
| 6M | +11.2% | +4.7% | +6.5% | +10.6% |
| YTD | +9.4% | +9.2% | +0.2% | +8.4% |
| 1Y | +20.4% | +11.2% | +9.2% | +19.0% |
| 3Y | +44.7% | +46.2% | -1.6% | +38.9% |
| All | +59.3% | +95.1% | -35.8% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling