+592.4%
WM vs AR
-27.2%
+619.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.3% | +2.5% | -2.8% | -0.4% |
| 30D | -2.4% | +14.8% | -17.2% | -3.1% |
| 3M | +0.4% | +6.2% | -5.8% | +0.1% |
| 6M | -9.5% | +4.3% | -13.8% | -9.8% |
| YTD | +0.5% | +14.4% | -13.9% | -0.3% |
| 1Y | -1.1% | +21.3% | -22.4% | -2.3% |
| 3Y | +46.0% | +39.8% | +6.2% | +42.2% |
| 5Y | +51.8% | +142.1% | -90.3% | +42.6% |
| 10Y | +307.5% | +52.0% | +255.5% | +248.1% |
| All | +592.4% | -27.2% | +619.6% | +512.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling