+330.3%
WM vs AU
+818.2%
-487.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +3.2% | -7.2% | +10.4% | +3.4% |
| 30D | +13.0% | -2.9% | +15.9% | +13.0% |
| 3M | +9.2% | -8.7% | +17.9% | +9.4% |
| 6M | +13.6% | -14.1% | +27.8% | +13.9% |
| YTD | +12.4% | +4.8% | +7.6% | +11.3% |
| 1Y | +21.2% | +11.9% | +9.3% | +19.7% |
| 3Y | +48.7% | +513.8% | -465.1% | +35.5% |
| 5Y | +61.9% | +379.3% | -317.4% | +47.7% |
| All | +330.3% | +818.2% | -487.9% | +299.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling