+32.0%
WM vs AS
+139.2%
-107.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.5% |
| 7D | +5.9% | +13.8% | -7.8% | +5.7% |
| 30D | +15.4% | +16.7% | -1.3% | +15.1% |
| 3M | +6.3% | -11.5% | +17.9% | +6.5% |
| 6M | +5.6% | -5.5% | +11.1% | +5.6% |
| YTD | +9.9% | -14.2% | +24.1% | +10.2% |
| 1Y | +20.8% | +2.1% | +18.8% | +20.3% |
| All | +32.0% | +139.2% | -107.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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