+20.0%
WM vs AS
+114.1%
-94.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.5% |
| 7D | -0.9% | -2.6% | +1.7% | -0.9% |
| 30D | -4.3% | -22.1% | +17.8% | -4.0% |
| 3M | +0.8% | -15.3% | +16.1% | +0.9% |
| 6M | -10.8% | -15.6% | +4.8% | -10.6% |
| YTD | -0.1% | -23.2% | +23.1% | +0.3% |
| 1Y | +1.0% | -21.7% | +22.7% | +1.3% |
| All | +20.0% | +114.1% | -94.1% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling