+1.0%
WM vs AU
+83.9%
-82.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.6% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -4.3% | +12.8% | -17.1% | -3.9% |
| 3M | +0.8% | +28.5% | -27.7% | +2.1% |
| 6M | -10.8% | +4.8% | -15.6% | -9.5% |
| YTD | -0.1% | +31.0% | -31.0% | +1.5% |
| 1Y | +1.0% | +81.4% | -80.4% | +3.0% |
| All | +1.0% | +83.9% | -82.9% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling