+302.9%
WM vs AU
+643.7%
-340.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -4.3% | +12.8% | -17.1% | -4.8% |
| 3M | +0.8% | +28.5% | -27.7% | -0.2% |
| 6M | -10.8% | +4.8% | -15.6% | -11.1% |
| YTD | -0.1% | +31.0% | -31.0% | -1.6% |
| 1Y | +1.0% | +81.4% | -80.4% | -2.1% |
| 3Y | +45.1% | +618.4% | -573.3% | +32.0% |
| 5Y | +52.1% | +686.3% | -634.2% | +37.2% |
| 10Y | +302.9% | +664.5% | -361.6% | +282.7% |
| All | +302.9% | +643.7% | -340.8% | +282.7% |
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