+657.4%
WM vs AR
-30.9%
+688.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +1.9% |
| 7D | +5.9% | -11.1% | +17.0% | +6.5% |
| 30D | +15.4% | +7.9% | +7.5% | +14.9% |
| 3M | +6.3% | +4.9% | +1.5% | +6.0% |
| 6M | +5.6% | -5.3% | +10.9% | +5.7% |
| YTD | +9.9% | +8.6% | +1.3% | +9.2% |
| 1Y | +20.8% | +13.7% | +7.2% | +19.7% |
| 3Y | +48.5% | +22.8% | +25.8% | +45.5% |
| 5Y | +60.6% | +82.0% | -21.4% | +52.8% |
| 10Y | +349.8% | +51.8% | +297.9% | +284.4% |
| All | +657.4% | -30.9% | +688.2% | +571.6% |
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